+115.2%
PCAR vs BP
+113.6%
+1.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +4.9% | +3.8% | +1.1% | +4.1% |
| 30D | -1.4% | -5.3% | +3.9% | -0.5% |
| 3M | -18.1% | +9.3% | -27.4% | -20.0% |
| 6M | -4.0% | +7.2% | -11.2% | -6.1% |
| YTD | -1.5% | +38.0% | -39.5% | -11.0% |
| 1Y | +13.2% | +33.2% | -20.0% | +3.2% |
| 3Y | +35.8% | +50.3% | -14.5% | +17.6% |
| All | +115.2% | +113.6% | +1.6% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling