+13.2%
PCAR vs BTDR
-48.4%
+61.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +9.0% | +0.7% |
| 7D | +4.9% | -6.9% | +11.8% | +5.2% |
| 30D | -1.4% | -31.5% | +30.1% | +0.1% |
| 3M | -18.1% | -36.1% | +17.9% | -17.0% |
| 6M | -4.0% | -57.6% | +53.6% | -1.0% |
| YTD | -1.5% | -50.0% | +48.6% | 0.0% |
| 1Y | +13.2% | -49.6% | +62.8% | +14.9% |
| All | +13.2% | -48.4% | +61.6% | +14.9% |
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 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