+173.0%
PCAR vs CAH
+414.7%
-241.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -0.5% | +5.4% | -5.9% | -1.6% |
| 30D | -6.2% | +3.3% | -9.6% | -6.9% |
| 3M | +5.9% | +22.8% | -16.9% | +1.1% |
| 6M | +0.4% | +11.3% | -10.9% | -2.1% |
| YTD | +14.8% | +21.1% | -6.3% | +9.6% |
| 1Y | +30.1% | +67.2% | -37.1% | +14.2% |
| 3Y | +66.6% | +195.6% | -129.0% | +20.2% |
| All | +173.0% | +414.7% | -241.7% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling