+29.6%
PCAR vs BTSG
+421.3%
-391.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.2% |
| 7D | 0.0% | +5.7% | -5.7% | -0.8% |
| 30D | -7.7% | +0.2% | -7.9% | -7.9% |
| 3M | +3.7% | +5.6% | -1.9% | +2.4% |
| 6M | +2.3% | +50.8% | -48.5% | -4.4% |
| YTD | +12.8% | +67.0% | -54.2% | +3.9% |
| 1Y | +27.8% | +145.5% | -117.8% | +11.8% |
| All | +29.6% | +421.3% | -391.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling