+7.8%
HD vs PCAR
+108.5%
-100.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -0.9% |
| 7D | +6.4% | +2.2% | +4.2% | +5.5% |
| 30D | +22.1% | -4.4% | +26.5% | +24.4% |
| 3M | -0.2% | -21.4% | +21.2% | +10.2% |
| 6M | +12.6% | -7.3% | +19.9% | +15.7% |
| YTD | +3.9% | -3.8% | +7.7% | +5.1% |
| 1Y | -3.7% | +6.3% | -10.0% | -6.6% |
| 3Y | +27.9% | +34.4% | -6.5% | +7.4% |
| 5Y | +7.8% | +109.2% | -101.4% | -28.6% |
| All | +7.8% | +108.5% | -100.7% | -28.6% |
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