+293.0%
PCAR vs BP
+132.1%
+160.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +2.9% | -6.9% | +9.8% | +5.0% |
| 30D | -2.1% | -3.6% | +1.5% | -1.4% |
| 3M | -20.4% | +8.4% | -28.8% | -22.6% |
| 6M | -7.0% | +5.3% | -12.3% | -9.4% |
| YTD | -2.6% | +33.2% | -35.8% | -13.0% |
| 1Y | +9.8% | +28.2% | -18.4% | -0.8% |
| 3Y | +37.3% | +49.2% | -12.0% | +16.1% |
| 5Y | +116.4% | +102.9% | +13.6% | +60.3% |
| 10Y | +293.0% | +127.7% | +165.3% | +165.3% |
| All | +293.0% | +132.1% | +160.8% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling