+5,634.3%
HON vs PCAR
+15,337.6%
-9,703.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| 3M | -7.9% | +5.9% | -13.8% | -10.2% |
| 6M | -18.1% | +0.4% | -18.5% | -18.7% |
| YTD | +3.8% | +14.8% | -11.0% | -2.7% |
| 1Y | +0.5% | +30.1% | -29.6% | -11.1% |
| 3Y | +19.8% | +66.7% | -46.9% | -6.7% |
| 5Y | +2.9% | +166.1% | -163.2% | -34.8% |
| 10Y | +134.6% | +353.7% | -219.0% | +18.3% |
| All | +5,634.3% | +15,337.6% | -9,703.3% | +710.0% |
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 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