+36.2%
HPQ vs PCAR
+168.1%
-131.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.1% |
| 7D | +6.9% | -0.5% | +7.5% | +7.2% |
| 30D | +14.4% | -6.2% | +20.7% | +18.2% |
| 3M | +25.6% | +5.9% | +19.7% | +21.6% |
| 6M | +75.0% | +0.4% | +74.6% | +72.8% |
| YTD | +50.7% | +14.8% | +35.9% | +37.2% |
| 1Y | +18.7% | +30.1% | -11.4% | 0.0% |
| 3Y | +21.5% | +66.7% | -45.1% | -14.8% |
| All | +36.2% | +168.1% | -131.8% | -31.5% |
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 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