+148.8%
HYG vs PCAR
+506.0%
-357.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.4% | +4.9% | -5.3% | -1.2% |
| 30D | +0.7% | -1.4% | +2.1% | +0.9% |
| 3M | -2.1% | -18.1% | +16.0% | +1.0% |
| 6M | -0.8% | -4.0% | +3.2% | -0.5% |
| YTD | +0.3% | -1.5% | +1.7% | -0.1% |
| 1Y | +1.8% | +13.2% | -11.4% | -0.9% |
| 3Y | +24.1% | +35.8% | -11.7% | +15.8% |
| 5Y | +17.7% | +114.6% | -96.9% | +0.9% |
| 10Y | +56.8% | +289.6% | -232.8% | +18.7% |
| All | +148.8% | +506.0% | -357.2% | +58.1% |
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