+285.9%
PCAR vs CNH
+107.0%
+178.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | 0.0% |
| 7D | +2.1% | +6.4% | -4.3% | -0.6% |
| 30D | -1.2% | -1.6% | +0.4% | -0.9% |
| 3M | -18.6% | +11.6% | -30.2% | -23.3% |
| 6M | -5.1% | +12.5% | -17.6% | -11.3% |
| YTD | -1.8% | +31.1% | -32.8% | -14.3% |
| 1Y | +10.6% | +17.0% | -6.4% | +0.9% |
| 3Y | +34.9% | +28.7% | +6.2% | +15.4% |
| 5Y | +114.0% | -17.4% | +131.4% | +111.0% |
| All | +285.9% | +107.0% | +178.9% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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