+665.5%
PCAR vs BTG
+392.0%
+273.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | -6.2% | +36.8% | -43.1% | -8.0% |
| 3M | +5.9% | +23.1% | -17.2% | +4.4% |
| 6M | +0.4% | +3.5% | -3.1% | -0.3% |
| YTD | +14.8% | +25.5% | -10.7% | +12.7% |
| 1Y | +30.1% | +40.1% | -10.0% | +26.6% |
| 3Y | +66.7% | +101.1% | -34.5% | +57.6% |
| 5Y | +166.1% | +70.6% | +95.5% | +151.9% |
| 10Y | +353.7% | +152.1% | +201.5% | +308.8% |
| All | +665.5% | +392.0% | +273.5% | +609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling