+37.3%
PCAR vs CAH
+180.2%
-142.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.6% |
| 7D | +2.9% | +7.8% | -4.9% | +1.9% |
| 30D | -2.1% | +15.5% | -17.6% | -3.8% |
| 3M | -20.4% | +16.3% | -36.7% | -21.8% |
| 6M | -7.0% | +50.0% | -57.0% | -11.3% |
| YTD | -2.6% | +34.7% | -37.4% | -6.0% |
| 1Y | +9.8% | +35.9% | -26.2% | +5.8% |
| 3Y | +37.3% | +178.5% | -141.2% | +21.9% |
| All | +37.3% | +180.2% | -142.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling