+172.3%
PCAR vs CHD
+23.9%
+148.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -2.7% | +2.2% | 0.0% |
| 30D | -6.2% | -4.6% | -1.6% | -5.4% |
| 3M | +5.9% | +5.0% | +0.9% | +4.7% |
| 6M | +0.4% | -3.2% | +3.6% | +0.8% |
| YTD | +14.8% | +18.6% | -3.8% | +10.8% |
| 1Y | +30.1% | +4.8% | +25.3% | +28.4% |
| 3Y | +66.7% | +6.1% | +60.5% | +63.1% |
| All | +172.3% | +23.9% | +148.4% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling