+5.8%
HD vs PCAR
+101.4%
-95.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.8% |
| 7D | +4.3% | +0.1% | +4.3% | +4.4% |
| 30D | +20.2% | -4.6% | +24.8% | +22.6% |
| 3M | -1.0% | -22.6% | +21.6% | +10.0% |
| 6M | +7.9% | -12.0% | +19.9% | +13.3% |
| YTD | +2.0% | -6.1% | +8.1% | +4.2% |
| 1Y | -4.3% | +6.3% | -10.6% | -7.2% |
| 3Y | +25.9% | +31.8% | -5.9% | +6.6% |
| All | +5.8% | +101.4% | -95.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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