+278.2%
PCAR vs CAH
+422.4%
-144.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +3.8% | +9.4% | -5.6% | +1.2% |
| 30D | -2.0% | +16.5% | -18.5% | -6.2% |
| 3M | -19.1% | +17.0% | -36.1% | -22.7% |
| 6M | -6.8% | +51.4% | -58.2% | -17.6% |
| YTD | -2.5% | +36.0% | -38.4% | -11.5% |
| 1Y | +9.7% | +36.0% | -26.4% | -0.6% |
| 3Y | +34.0% | +177.5% | -143.5% | -4.8% |
| 5Y | +113.3% | +509.2% | -395.8% | +15.0% |
| 10Y | +278.2% | +408.1% | -129.9% | +95.4% |
| All | +278.2% | +422.4% | -144.2% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling