+1,031.0%
PCAR vs HBM
+613.3%
+417.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.5% | -6.4% | +5.8% | +0.7% |
| 30D | -6.2% | +5.9% | -12.1% | -7.4% |
| 3M | +5.9% | -8.9% | +14.8% | +6.7% |
| 6M | +0.4% | +10.7% | -10.3% | -3.4% |
| YTD | +14.8% | +38.3% | -23.4% | +5.1% |
| 1Y | +30.1% | +121.3% | -91.2% | +7.9% |
| 3Y | +66.7% | +450.6% | -383.9% | +10.4% |
| 5Y | +166.1% | +338.0% | -171.9% | +73.8% |
| 10Y | +353.7% | +578.6% | -224.9% | +121.1% |
| All | +1,031.0% | +613.3% | +417.6% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling