+70.4%
PCAR vs BP
+33.2%
+37.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -0.5% | +3.9% | -4.4% | -1.1% |
| 30D | -6.2% | +7.6% | -13.8% | -7.3% |
| 3M | +5.9% | +0.7% | +5.2% | +5.8% |
| 6M | +0.4% | +15.5% | -15.1% | -3.8% |
| YTD | +14.8% | +30.8% | -16.0% | +6.2% |
| 1Y | +30.1% | +34.3% | -4.2% | +19.2% |
| All | +70.4% | +33.2% | +37.2% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling