+15,068.3%
PCAR vs BP
+1,327.5%
+13,740.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | -0.5% | +3.9% | -4.4% | -2.2% |
| 30D | -6.2% | +7.6% | -13.8% | -9.3% |
| 3M | +5.9% | +0.7% | +5.2% | +4.6% |
| 6M | +0.4% | +15.5% | -15.1% | -7.6% |
| YTD | +14.8% | +30.8% | -16.0% | -0.3% |
| 1Y | +30.1% | +34.3% | -4.2% | +11.2% |
| 3Y | +66.7% | +35.1% | +31.6% | +38.8% |
| 5Y | +166.1% | +126.8% | +39.3% | +68.9% |
| 10Y | +353.7% | +123.4% | +230.3% | +161.7% |
| All | +15,068.3% | +1,327.5% | +13,740.8% | +4,936.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling