+125.2%
PCAR vs BROS
+10.8%
+114.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -3.0% | +3.1% |
| 7D | +2.9% | -17.9% | +20.8% | +4.5% |
| 30D | -2.1% | -5.4% | +3.2% | -1.9% |
| 3M | -20.4% | -32.1% | +11.7% | -18.0% |
| 6M | -7.0% | -31.7% | +24.7% | -4.7% |
| YTD | -2.6% | -41.2% | +38.5% | +0.7% |
| 1Y | +9.8% | -32.6% | +42.4% | +12.2% |
| 3Y | +37.3% | +32.7% | +4.6% | +31.2% |
| 5Y | +116.4% | -44.2% | +160.7% | +108.3% |
| All | +125.2% | +10.8% | +114.4% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling