+12.2%
PCAR vs CAH
+38.5%
-26.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.5% | +3.5% |
| 7D | +3.7% | +7.0% | -3.4% | +2.7% |
| 30D | -2.9% | +12.4% | -15.3% | -4.2% |
| 3M | -21.7% | +12.2% | -33.9% | -22.7% |
| 6M | -6.6% | +33.2% | -39.9% | -9.6% |
| YTD | -2.2% | +28.4% | -30.6% | -3.8% |
| 1Y | +12.2% | +35.0% | -22.8% | +9.8% |
| All | +12.2% | +38.5% | -26.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling