+359.1%
PCAR vs HIG
+304.7%
+54.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | -7.7% | -4.9% | -2.8% | -6.0% |
| 3M | +3.7% | +6.8% | -3.1% | +0.8% |
| 6M | +2.3% | -1.7% | +4.0% | +2.5% |
| YTD | +12.8% | -0.2% | +13.0% | +12.3% |
| 1Y | +27.8% | +5.7% | +22.1% | +24.1% |
| 3Y | +61.8% | +100.3% | -38.5% | +21.7% |
| 5Y | +168.2% | +118.5% | +49.7% | +94.2% |
| 10Y | +359.1% | +309.7% | +49.4% | +143.6% |
| All | +359.1% | +304.7% | +54.4% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling