+161.0%
PCAR vs BROS
+41.2%
+119.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | 0.0% | -0.9% | +1.0% | +0.1% |
| 30D | -7.7% | -13.5% | +5.7% | -6.6% |
| 3M | +3.7% | -18.4% | +22.1% | +5.0% |
| 6M | +2.3% | -10.6% | +12.9% | +2.6% |
| YTD | +12.8% | -25.1% | +37.9% | +14.6% |
| 1Y | +27.8% | -28.6% | +56.4% | +30.0% |
| 3Y | +61.8% | +65.6% | -3.8% | +52.0% |
| All | +161.0% | +41.2% | +119.8% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BROS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling