+13.2%
PCAR vs BTSG
+112.2%
-99.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.9% | +6.0% | -1.1% | +4.1% |
| 30D | -1.4% | +12.4% | -13.8% | -3.2% |
| 3M | -18.1% | +18.2% | -36.4% | -20.4% |
| 6M | -4.0% | +26.0% | -30.0% | -9.2% |
| YTD | -1.5% | +90.1% | -91.6% | -15.7% |
| 1Y | +13.2% | +124.3% | -111.1% | -7.6% |
| All | +13.2% | +112.2% | -99.0% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling