+5.4%
HON vs PCAR
+168.1%
-162.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -15.3% | -6.2% | -9.0% | -13.1% |
| 3M | -7.9% | +5.9% | -13.8% | -10.2% |
| 6M | -18.1% | +0.4% | -18.5% | -18.6% |
| YTD | +3.8% | +14.8% | -11.0% | -2.6% |
| 1Y | +0.5% | +30.1% | -29.6% | -10.9% |
| 3Y | +19.8% | +66.7% | -46.9% | -9.8% |
| All | +5.4% | +168.1% | -162.6% | -39.8% |
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