+137.2%
PCAR vs BTDR
-29.7%
+166.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.7% | -7.2% | +2.1% |
| 7D | +2.2% | +7.7% | -5.5% | +1.8% |
| 30D | +0.3% | -24.1% | +24.4% | +1.1% |
| 3M | -17.9% | -19.1% | +1.2% | -17.7% |
| 6M | -3.4% | -46.6% | +43.2% | -2.1% |
| YTD | -0.1% | -37.3% | +37.2% | 0.0% |
| 1Y | +13.4% | -53.2% | +66.6% | +14.5% |
| 3Y | +37.2% | +77.1% | -39.9% | +30.3% |
| 5Y | +117.3% | -29.7% | +147.0% | +104.5% |
| All | +137.2% | -29.7% | +166.9% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling