+2,901.4%
PCAR vs HDB
+4,284.7%
-1,383.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +3.8% | +12.7% | -8.9% | -0.6% |
| 30D | -2.0% | +16.6% | -18.6% | -7.3% |
| 3M | -19.1% | +10.8% | -29.9% | -22.3% |
| 6M | -6.8% | +3.8% | -10.6% | -8.7% |
| YTD | -2.5% | -28.9% | +26.4% | +8.8% |
| 1Y | +9.7% | -28.0% | +37.6% | +21.7% |
| 3Y | +34.0% | -7.2% | +41.1% | +32.1% |
| 5Y | +113.3% | -22.2% | +135.6% | +119.4% |
| 10Y | +278.2% | +63.6% | +214.6% | +169.0% |
| All | +2,901.4% | +4,284.7% | -1,383.3% | +693.4% |
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 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