+11.7%
HPQ vs PCAR
+26.5%
-14.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +3.7% | -7.7% | +11.5% | +5.8% |
| 3M | +24.3% | +3.7% | +20.6% | +24.0% |
| 6M | +64.8% | +2.3% | +62.5% | +65.1% |
| YTD | +43.9% | +12.8% | +31.1% | +36.8% |
| 1Y | +11.7% | +27.8% | -16.1% | -2.5% |
| All | +11.7% | +26.5% | -14.8% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling