+172.3%
PCAR vs HBM
+349.4%
-177.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.5% | -6.4% | +5.8% | +0.4% |
| 30D | -6.2% | +5.9% | -12.1% | -7.1% |
| 3M | +5.9% | -8.9% | +14.8% | +6.5% |
| 6M | +0.4% | +10.7% | -10.3% | -2.4% |
| YTD | +14.8% | +38.3% | -23.4% | +7.8% |
| 1Y | +30.1% | +121.3% | -91.2% | +13.7% |
| 3Y | +66.7% | +450.6% | -383.9% | +22.8% |
| All | +172.3% | +349.4% | -177.1% | +95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling