+138.4%
HON vs PCAR
+357.6%
-219.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | -0.8% | 0.0% | -0.9% | -0.9% |
| 30D | -15.2% | -7.7% | -7.4% | -11.6% |
| 3M | -6.0% | +3.7% | -9.7% | -8.0% |
| 6M | -14.9% | +2.3% | -17.2% | -16.6% |
| YTD | +3.2% | +12.8% | -9.6% | -4.3% |
| 1Y | 0.0% | +27.8% | -27.7% | -13.7% |
| 3Y | +21.5% | +61.8% | -40.3% | -12.6% |
| 5Y | +4.0% | +168.2% | -164.2% | -46.5% |
| 10Y | +138.4% | +359.1% | -220.7% | -11.0% |
| All | +138.4% | +357.6% | -219.2% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling