+106.6%
PCAR vs HIG
+104.7%
+1.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.3% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | -4.6% | +5.6% | -10.1% | -7.0% |
| 3M | -22.6% | -6.9% | -15.7% | -20.0% |
| 6M | -12.0% | +1.3% | -13.3% | -13.1% |
| YTD | -6.1% | -1.5% | -4.6% | -6.2% |
| 1Y | +6.3% | +6.6% | -0.3% | +1.9% |
| 3Y | +31.8% | +91.2% | -59.4% | -9.8% |
| All | +106.6% | +104.7% | +1.9% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling