+172.3%
PCAR vs CNH
+11.5%
+160.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.4% |
| 7D | -0.5% | +23.3% | -23.8% | -8.5% |
| 30D | -6.2% | +33.5% | -39.7% | -16.6% |
| 3M | +5.9% | +32.7% | -26.8% | -5.8% |
| 6M | +0.4% | +22.2% | -21.8% | -8.4% |
| YTD | +14.8% | +57.7% | -42.9% | -5.3% |
| 1Y | +30.1% | +28.0% | +2.1% | +15.9% |
| 3Y | +66.7% | +11.5% | +55.1% | +53.1% |
| All | +172.3% | +11.5% | +160.8% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling