+166.5%
PCAR vs BTDR
+23.3%
+143.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -0.2% | +14.8% | -15.0% | -0.8% |
| 30D | -6.9% | +41.8% | -48.7% | -8.2% |
| 3M | +2.1% | -29.2% | +31.3% | +2.9% |
| 6M | +1.6% | +66.2% | -64.6% | -1.2% |
| YTD | +12.2% | +10.0% | +2.2% | +10.4% |
| 1Y | +28.0% | -11.0% | +39.0% | +26.0% |
| 3Y | +61.0% | +6.9% | +54.0% | +49.4% |
| 5Y | +163.9% | +24.7% | +139.3% | +145.0% |
| All | +166.5% | +23.3% | +143.2% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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