+164.1%
HON vs PCAR
+326.7%
-162.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +2.2% |
| 7D | +2.3% | +2.9% | -0.6% | +0.8% |
| 30D | +10.2% | -2.1% | +12.4% | +11.4% |
| 3M | -6.7% | -20.4% | +13.6% | +4.6% |
| 6M | +3.3% | -7.0% | +10.3% | +6.3% |
| YTD | +13.4% | -2.6% | +16.1% | +13.3% |
| 1Y | +14.7% | +9.8% | +4.9% | +7.2% |
| 3Y | +33.4% | +37.3% | -3.8% | +4.6% |
| 5Y | +12.7% | +116.4% | -103.7% | -34.7% |
| 10Y | +164.1% | +293.0% | -128.8% | +8.6% |
| All | +164.1% | +326.7% | -162.5% | +8.6% |
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 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