+485.2%
PCAR vs BR
+1,473.8%
-988.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.3% |
| 7D | +2.1% | -1.3% | +3.4% | +2.8% |
| 30D | -1.2% | +13.7% | -14.9% | -8.1% |
| 3M | -18.6% | +13.8% | -32.4% | -24.6% |
| 6M | -5.1% | +29.7% | -34.8% | -19.2% |
| YTD | -1.8% | -12.6% | +10.8% | +3.0% |
| 1Y | +10.6% | -12.4% | +23.1% | +15.8% |
| 3Y | +34.9% | +14.1% | +20.8% | +18.5% |
| 5Y | +114.0% | +18.7% | +95.3% | +78.0% |
| 10Y | +288.4% | +276.2% | +12.2% | +42.9% |
| All | +485.2% | +1,473.8% | -988.6% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling