+12.9%
PCAR vs BTSG
+495.4%
-482.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +2.1% | +8.5% | -6.4% | +1.0% |
| 30D | -1.2% | +14.0% | -15.2% | -3.0% |
| 3M | -18.6% | +19.7% | -38.3% | -20.8% |
| 6M | -5.1% | +28.7% | -33.8% | -9.1% |
| YTD | -1.8% | +90.8% | -92.6% | -11.3% |
| 1Y | +10.6% | +112.4% | -101.8% | -1.6% |
| All | +12.9% | +495.4% | -482.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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