+8.7%
HPQ vs PCAR
+101.4%
-92.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -11.7% | -4.6% | -7.2% | -9.5% |
| 3M | +2.0% | -22.6% | +24.5% | +16.2% |
| 6M | +35.9% | -12.0% | +47.8% | +44.1% |
| YTD | +32.7% | -6.1% | +38.8% | +34.0% |
| 1Y | +14.3% | +6.3% | +8.0% | +7.2% |
| 3Y | +17.8% | +31.8% | -14.0% | -6.3% |
| All | +8.7% | +101.4% | -92.7% | -36.7% |
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