+134.0%
PCAR vs BTDR
-44.0%
+178.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +9.0% | +0.6% |
| 7D | +4.9% | -6.9% | +11.8% | +5.2% |
| 30D | -1.4% | -31.5% | +30.1% | -0.3% |
| 3M | -18.1% | -36.1% | +17.9% | -17.2% |
| 6M | -4.0% | -57.6% | +53.6% | -1.9% |
| YTD | -1.5% | -50.0% | +48.6% | -0.5% |
| 1Y | +13.2% | -49.6% | +62.8% | +14.1% |
| 3Y | +35.8% | +48.5% | -12.7% | +30.0% |
| 5Y | +114.6% | -43.8% | +158.5% | +103.8% |
| All | +134.0% | -44.0% | +178.0% | +121.9% |
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