+295.0%
PCAR vs BR
+280.7%
+14.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +2.2% | +1.9% | +0.3% | +1.4% |
| 30D | +0.3% | +15.9% | -15.6% | -5.4% |
| 3M | -17.9% | +13.7% | -31.6% | -22.2% |
| 6M | -3.4% | +31.0% | -34.4% | -14.2% |
| YTD | -0.1% | -12.0% | +11.9% | +4.2% |
| 1Y | +13.4% | -11.5% | +24.9% | +18.1% |
| 3Y | +37.2% | +14.9% | +22.3% | +25.2% |
| 5Y | +117.3% | +20.1% | +97.3% | +90.5% |
| 10Y | +295.0% | +278.9% | +16.0% | +113.6% |
| All | +295.0% | +280.7% | +14.3% | +113.6% |
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