+278.2%
PCAR vs HBM
+301.8%
-23.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.8% |
| 7D | +3.8% | +2.4% | +1.4% | +3.3% |
| 30D | -2.0% | -16.0% | +14.0% | +0.5% |
| 3M | -19.1% | -21.3% | +2.3% | -16.4% |
| 6M | -6.8% | -12.2% | +5.4% | -6.4% |
| YTD | -2.5% | +10.7% | -13.1% | -6.6% |
| 1Y | +9.7% | +30.3% | -20.6% | +2.0% |
| 3Y | +34.0% | +432.2% | -398.3% | -5.9% |
| 5Y | +113.3% | +218.8% | -105.5% | +55.9% |
| 10Y | +278.2% | +281.4% | -3.2% | +114.4% |
| All | +278.2% | +301.8% | -23.6% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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