-54.1%
KHC vs PCAR
+326.7%
-380.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.4% | -1.9% |
| 7D | -2.0% | +2.9% | -5.0% | -3.0% |
| 30D | +9.7% | -2.1% | +11.8% | +10.4% |
| 3M | -2.0% | -20.4% | +18.3% | +5.2% |
| 6M | +5.4% | -7.0% | +12.4% | +7.2% |
| YTD | +5.9% | -2.6% | +8.6% | +5.3% |
| 1Y | +7.5% | +9.8% | -2.3% | +2.3% |
| 3Y | -12.4% | +37.3% | -49.7% | -25.3% |
| 5Y | -15.8% | +116.4% | -132.3% | -41.6% |
| 10Y | -54.1% | +293.0% | -347.0% | -73.9% |
| All | -54.1% | +326.7% | -380.7% | -73.9% |
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