+61.8%
PCAR vs BR
-4.7%
+66.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.2% |
| 7D | 0.0% | -5.9% | +6.0% | +1.4% |
| 30D | -7.7% | +1.9% | -9.6% | -8.2% |
| 3M | +3.7% | +14.7% | -11.0% | +0.2% |
| 6M | +2.3% | -12.8% | +15.1% | +7.0% |
| YTD | +12.8% | -23.0% | +35.8% | +24.3% |
| 1Y | +27.8% | -31.7% | +59.4% | +48.4% |
| 3Y | +61.8% | -4.8% | +66.6% | +65.9% |
| All | +61.8% | -4.7% | +66.5% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling