+285.9%
PCAR vs BP
+141.7%
+144.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | +2.1% | +2.5% | -0.4% | +1.4% |
| 30D | -1.2% | -5.6% | +4.4% | +0.2% |
| 3M | -18.6% | +8.0% | -26.6% | -20.8% |
| 6M | -5.1% | +5.7% | -10.7% | -7.6% |
| YTD | -1.8% | +36.8% | -38.6% | -12.9% |
| 1Y | +10.6% | +30.7% | -20.1% | -0.5% |
| 3Y | +34.9% | +51.6% | -16.7% | +13.6% |
| 5Y | +114.0% | +112.2% | +1.8% | +56.3% |
| All | +285.9% | +141.7% | +144.2% | +159.2% |
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