+367.9%
PCAR vs BTG
+147.2%
+220.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -0.2% | +2.4% | -2.6% | -0.3% |
| 30D | -6.9% | +9.5% | -16.4% | -7.4% |
| 3M | +2.1% | +38.5% | -36.4% | +0.1% |
| 6M | +1.6% | +5.6% | -4.1% | +0.7% |
| YTD | +12.2% | +23.9% | -11.7% | +10.3% |
| 1Y | +28.0% | +32.1% | -4.1% | +25.2% |
| 3Y | +61.0% | +103.2% | -42.2% | +53.0% |
| 5Y | +163.9% | +79.7% | +84.2% | +150.5% |
| 10Y | +367.9% | +159.1% | +208.8% | +347.0% |
| All | +367.9% | +147.2% | +220.7% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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