+3,433.6%
PCAR vs HDB
+3,812.1%
-378.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -6.2% | -2.8% | -3.4% | -5.3% |
| 3M | +5.9% | -3.5% | +9.4% | +6.9% |
| 6M | +0.4% | -24.7% | +25.1% | +10.4% |
| YTD | +14.8% | -36.6% | +51.4% | +33.9% |
| 1Y | +30.1% | -34.4% | +64.5% | +49.5% |
| 3Y | +66.7% | -24.4% | +91.0% | +77.4% |
| 5Y | +166.1% | -35.4% | +201.5% | +193.2% |
| 10Y | +353.7% | +39.5% | +314.1% | +243.0% |
| All | +3,433.6% | +3,812.1% | -378.6% | +876.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling