+35.0%
PCAR vs CNH
+4.2%
+30.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.4% | -0.2% |
| 7D | +2.2% | -0.4% | +2.5% | +2.2% |
| 30D | -4.4% | -15.2% | +10.8% | +1.1% |
| 3M | -21.4% | +4.3% | -25.7% | -23.7% |
| 6M | -7.3% | +10.1% | -17.4% | -12.4% |
| YTD | -3.8% | +23.2% | -27.0% | -13.4% |
| 1Y | +6.3% | +8.5% | -2.2% | +0.1% |
| All | +35.0% | +4.2% | +30.9% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling