+106.6%
PCAR vs HDB
-24.7%
+131.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.8% |
| 7D | +0.1% | +13.3% | -13.3% | -2.9% |
| 30D | -4.6% | +13.6% | -18.1% | -7.5% |
| 3M | -22.6% | +5.8% | -28.3% | -23.8% |
| 6M | -12.0% | -1.9% | -10.1% | -12.0% |
| YTD | -6.1% | -31.2% | +25.1% | +1.3% |
| 1Y | +6.3% | -29.6% | +35.9% | +14.0% |
| 3Y | +31.8% | -10.1% | +41.9% | +30.3% |
| All | +106.6% | -24.7% | +131.4% | +99.4% |
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