+367.9%
PCAR vs CHD
+123.8%
+244.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -0.2% | -4.2% | +4.0% | +0.7% |
| 30D | -6.9% | -7.6% | +0.7% | -5.4% |
| 3M | +2.1% | -1.6% | +3.7% | +2.3% |
| 6M | +1.6% | -6.3% | +7.9% | +2.7% |
| YTD | +12.2% | +14.6% | -2.4% | +8.7% |
| 1Y | +28.0% | +1.6% | +26.5% | +27.0% |
| 3Y | +61.0% | +3.1% | +57.8% | +58.0% |
| 5Y | +163.9% | +21.1% | +142.9% | +147.1% |
| 10Y | +367.9% | +128.6% | +239.3% | +289.3% |
| All | +367.9% | +123.8% | +244.1% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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