+31.8%
PCAR vs BP
+42.8%
-11.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +0.1% | -11.6% | +11.7% | +1.7% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | -22.6% | +6.7% | -29.3% | -23.5% |
| 6M | -12.0% | +2.2% | -14.1% | -12.5% |
| YTD | -6.1% | +33.0% | -39.1% | -13.9% |
| 1Y | +6.3% | +30.7% | -24.4% | -2.1% |
| 3Y | +31.8% | +44.2% | -12.4% | +15.7% |
| All | +31.8% | +42.8% | -11.0% | +15.7% |
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