-54.3%
KHC vs PCAR
+296.2%
-350.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.0% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +12.0% | -4.6% | +16.5% | +13.7% |
| 3M | +0.2% | -22.6% | +22.7% | +8.4% |
| 6M | +10.3% | -12.0% | +22.3% | +14.2% |
| YTD | +6.7% | -6.1% | +12.8% | +7.4% |
| 1Y | +10.9% | +6.3% | +4.5% | +6.7% |
| 3Y | -12.6% | +31.8% | -44.4% | -24.3% |
| 5Y | -16.3% | +104.2% | -120.5% | -40.4% |
| All | -54.3% | +296.2% | -350.5% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling