+9.7%
PCAR vs BTDR
-72.1%
+81.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | +3.8% | -7.4% | +11.2% | +4.1% |
| 30D | -2.0% | -33.4% | +31.5% | -0.2% |
| 3M | -19.1% | -26.3% | +7.2% | -18.4% |
| 6M | -6.8% | -52.4% | +45.6% | -4.3% |
| YTD | -2.5% | -42.8% | +40.4% | -2.0% |
| 1Y | +9.7% | -63.7% | +73.3% | +13.3% |
| All | +9.7% | -72.1% | +81.8% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling