+824.9%
PCAR vs HBM
+443.9%
+381.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.7% |
| 7D | +0.1% | -3.6% | +3.7% | +0.7% |
| 30D | -4.6% | -19.2% | +14.6% | -1.0% |
| 3M | -22.6% | -20.5% | -2.1% | -19.7% |
| 6M | -12.0% | -12.8% | +0.9% | -11.4% |
| YTD | -6.1% | +5.4% | -11.5% | -10.0% |
| 1Y | +6.3% | +33.0% | -26.6% | -2.8% |
| 3Y | +31.8% | +357.3% | -325.5% | -9.9% |
| 5Y | +104.2% | +210.4% | -106.2% | +42.1% |
| 10Y | +302.9% | +387.1% | -84.2% | +109.3% |
| All | +824.9% | +443.9% | +381.0% | +211.6% |
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