+287.1%
PCAR vs CNH
+106.0%
+181.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.9% | +3.0% | +1.9% | +3.5% |
| 30D | -1.4% | -0.6% | -0.8% | -1.6% |
| 3M | -18.1% | +14.6% | -32.8% | -23.7% |
| 6M | -4.0% | +11.8% | -15.8% | -10.1% |
| YTD | -1.5% | +30.4% | -31.9% | -13.8% |
| 1Y | +13.2% | +19.1% | -5.9% | +2.5% |
| 3Y | +35.8% | +30.2% | +5.6% | +15.7% |
| 5Y | +114.6% | -17.8% | +132.5% | +112.1% |
| All | +287.1% | +106.0% | +181.1% | +149.1% |
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