+367.9%
PCAR vs BR
+185.2%
+182.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | -5.0% | +4.8% | +1.8% |
| 30D | -6.9% | -2.5% | -4.4% | -6.1% |
| 3M | +2.1% | +13.5% | -11.4% | -3.4% |
| 6M | +1.6% | -9.4% | +11.0% | +4.7% |
| YTD | +12.2% | -23.3% | +35.5% | +23.6% |
| 1Y | +28.0% | -31.6% | +59.6% | +48.3% |
| 3Y | +61.0% | -5.1% | +66.0% | +59.3% |
| 5Y | +163.9% | +8.2% | +155.7% | +141.0% |
| 10Y | +367.9% | +189.8% | +178.1% | +205.6% |
| All | +367.9% | +185.2% | +182.7% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling