+115.2%
PCAR vs BUD
+51.6%
+63.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +4.9% | +1.0% | +3.9% | +4.6% |
| 30D | -1.4% | +6.7% | -8.1% | -3.2% |
| 3M | -18.1% | +5.7% | -23.8% | -19.5% |
| 6M | -4.0% | +5.8% | -9.8% | -5.9% |
| YTD | -1.5% | +34.4% | -35.9% | -10.2% |
| 1Y | +13.2% | +33.3% | -20.1% | +3.4% |
| 3Y | +35.8% | +48.8% | -13.0% | +17.6% |
| All | +115.2% | +51.6% | +63.6% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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