+294.0%
PCAR vs CNH
+116.5%
+177.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.5% |
| 7D | +0.1% | -1.7% | +1.8% | +0.7% |
| 30D | -4.6% | -7.2% | +2.7% | -2.1% |
| 3M | -22.6% | +6.5% | -29.1% | -25.6% |
| 6M | -12.0% | +7.9% | -19.8% | -16.2% |
| YTD | -6.1% | +26.6% | -32.7% | -16.8% |
| 1Y | +6.3% | +13.8% | -7.4% | -2.0% |
| 3Y | +31.8% | +9.2% | +22.6% | +20.2% |
| 5Y | +104.2% | -15.6% | +119.8% | +99.6% |
| All | +294.0% | +116.5% | +177.5% | +131.3% |
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