+61.8%
PCAR vs BTDR
+8.5%
+53.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.9% |
| 7D | 0.0% | +22.4% | -22.4% | -1.0% |
| 30D | -7.7% | +16.5% | -24.2% | -8.6% |
| 3M | +3.7% | -31.5% | +35.2% | +4.9% |
| 6M | +2.3% | +74.0% | -71.7% | -1.5% |
| YTD | +12.8% | +13.0% | -0.2% | +10.3% |
| 1Y | +27.8% | -0.2% | +28.0% | +24.3% |
| 3Y | +61.8% | +9.9% | +51.9% | +42.4% |
| All | +61.8% | +8.5% | +53.3% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling