+295.0%
PCAR vs CNH
+113.9%
+181.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.7% |
| 7D | +2.2% | +6.7% | -4.5% | -0.6% |
| 30D | +0.3% | +7.2% | -6.9% | -2.8% |
| 3M | -17.9% | +17.5% | -35.4% | -24.2% |
| 6M | -3.4% | +15.0% | -18.4% | -10.5% |
| YTD | -0.1% | +36.8% | -36.9% | -14.2% |
| 1Y | +13.4% | +27.6% | -14.2% | -0.1% |
| 3Y | +37.2% | +34.3% | +2.9% | +15.5% |
| 5Y | +117.3% | -12.2% | +129.6% | +109.2% |
| 10Y | +295.0% | +113.9% | +181.1% | +150.8% |
| All | +295.0% | +113.9% | +181.1% | +150.8% |
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