+12,304.7%
PCAR vs BP
+1,351.0%
+10,953.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +0.1% | -11.6% | +11.7% | +5.2% |
| 30D | -4.6% | 0.0% | -4.6% | -5.0% |
| 3M | -22.6% | +6.7% | -29.3% | -25.3% |
| 6M | -12.0% | +2.2% | -14.1% | -14.3% |
| YTD | -6.1% | +33.0% | -39.1% | -19.5% |
| 1Y | +6.3% | +30.7% | -24.4% | -8.3% |
| 3Y | +31.8% | +44.2% | -12.4% | +6.4% |
| 5Y | +104.2% | +105.1% | -1.0% | +35.3% |
| 10Y | +302.9% | +133.5% | +169.4% | +126.8% |
| All | +12,304.7% | +1,351.0% | +10,953.7% | +3,967.7% |
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 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