+31,139.8%
HD vs PCAR
+15,337.6%
+15,802.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | -0.5% | -1.5% | -1.9% |
| 30D | -8.4% | -6.2% | -2.2% | -6.2% |
| 3M | +4.3% | +5.9% | -1.6% | +1.8% |
| 6M | -11.1% | +0.4% | -11.5% | -11.6% |
| YTD | -4.7% | +14.8% | -19.5% | -9.9% |
| 1Y | -19.8% | +30.1% | -49.9% | -28.0% |
| 3Y | +4.1% | +66.7% | -62.5% | -16.4% |
| 5Y | +10.3% | +166.1% | -155.8% | -26.4% |
| 10Y | +203.2% | +353.7% | -150.5% | +63.6% |
| All | +31,139.8% | +15,337.6% | +15,802.2% | +4,081.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling