+12,741.4%
PCAR vs CAH
+16,933.8%
-4,192.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +3.5% | +9.4% | -6.0% | +0.5% |
| 30D | -2.3% | +16.5% | -18.8% | -7.0% |
| 3M | -19.3% | +17.0% | -36.3% | -23.4% |
| 6M | -7.1% | +51.4% | -58.5% | -19.0% |
| YTD | -2.8% | +36.0% | -38.8% | -12.8% |
| 1Y | +9.3% | +36.0% | -26.7% | -2.0% |
| 3Y | +33.5% | +177.5% | -144.0% | -7.2% |
| 5Y | +112.6% | +509.2% | -396.5% | +12.5% |
| 10Y | +276.9% | +408.1% | -131.2% | +98.5% |
| All | +12,741.4% | +16,933.8% | -4,192.5% | +2,580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling