+9.7%
PCAR vs BP
+28.1%
-18.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.8% | -6.3% | +10.1% | +3.2% |
| 30D | -2.0% | -3.6% | +1.6% | -2.2% |
| 3M | -19.1% | +5.2% | -24.3% | -18.5% |
| 6M | -6.8% | +5.3% | -12.1% | -5.8% |
| YTD | -2.5% | +33.1% | -35.6% | -5.0% |
| 1Y | +9.7% | +26.3% | -16.6% | +8.0% |
| All | +9.7% | +28.1% | -18.4% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling