+367.9%
PCAR vs CAH
+295.7%
+72.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.2% | -2.2% | +2.0% | +0.4% |
| 30D | -6.9% | +1.2% | -8.1% | -7.3% |
| 3M | +2.1% | +13.1% | -11.0% | -1.7% |
| 6M | +1.6% | +8.5% | -6.9% | -1.2% |
| YTD | +12.2% | +17.6% | -5.4% | +6.2% |
| 1Y | +28.0% | +60.7% | -32.6% | +9.7% |
| 3Y | +61.0% | +183.2% | -122.2% | +13.1% |
| 5Y | +163.9% | +402.2% | -238.3% | +51.3% |
| 10Y | +367.9% | +302.3% | +65.6% | +154.3% |
| All | +367.9% | +295.7% | +72.2% | +154.3% |
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