+115.2%
PCAR vs HDB
-23.2%
+138.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +4.9% | +2.7% | +2.2% | +4.3% |
| 30D | -1.4% | +14.1% | -15.6% | -4.5% |
| 3M | -18.1% | +11.8% | -30.0% | -20.4% |
| 6M | -4.0% | +8.2% | -12.2% | -6.1% |
| YTD | -1.5% | -29.3% | +27.9% | +5.6% |
| 1Y | +13.2% | -28.8% | +42.0% | +21.1% |
| 3Y | +35.8% | -7.5% | +43.3% | +33.4% |
| All | +115.2% | -23.2% | +138.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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