+367.2%
PCAR vs CNH
+165.6%
+201.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.4% |
| 7D | -0.5% | +23.3% | -23.8% | -8.8% |
| 30D | -6.2% | +33.5% | -39.7% | -17.0% |
| 3M | +5.9% | +32.7% | -26.8% | -6.3% |
| 6M | +0.4% | +22.2% | -21.8% | -8.8% |
| YTD | +14.8% | +57.7% | -42.9% | -6.1% |
| 1Y | +30.1% | +28.0% | +2.1% | +15.2% |
| 3Y | +66.7% | +11.5% | +55.1% | +51.8% |
| 5Y | +166.1% | +11.9% | +154.3% | +133.6% |
| All | +367.2% | +165.6% | +201.6% | +159.2% |
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