+7.9%
PCAR vs BTSG
+459.6%
-451.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.7% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -4.6% | +5.3% | -9.8% | -5.3% |
| 3M | -22.6% | +10.8% | -33.4% | -23.9% |
| 6M | -12.0% | +27.3% | -39.3% | -15.6% |
| YTD | -6.1% | +79.3% | -85.4% | -14.5% |
| 1Y | +6.3% | +106.0% | -99.7% | -5.1% |
| All | +7.9% | +459.6% | -451.7% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling