+436.6%
PCAR vs CNH
+64.7%
+371.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.4% |
| 7D | -0.5% | +23.3% | -23.8% | -8.6% |
| 30D | -6.2% | +33.5% | -39.7% | -16.8% |
| 3M | +5.9% | +32.7% | -26.8% | -6.1% |
| 6M | +0.4% | +22.2% | -21.8% | -8.6% |
| YTD | +14.8% | +57.7% | -42.9% | -5.6% |
| 1Y | +30.1% | +28.0% | +2.1% | +15.6% |
| 3Y | +66.7% | +11.5% | +55.1% | +52.1% |
| 5Y | +166.1% | +11.9% | +154.3% | +134.8% |
| 10Y | +353.7% | +162.8% | +190.9% | +168.1% |
| All | +436.6% | +64.7% | +371.9% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling