-5.1%
PCAR vs BTG
-4.7%
-0.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.6% | -1.1% |
| 7D | +2.1% | -5.9% | +8.0% | +2.8% |
| 30D | -1.2% | -5.0% | +3.8% | -0.9% |
| 3M | -18.6% | -4.5% | -14.1% | -18.5% |
| 6M | -5.1% | -7.0% | +1.9% | -2.0% |
| All | -5.1% | -4.7% | -0.4% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling