-12.0%
PCAR vs HIG
+0.4%
-12.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.9% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | -4.6% | +5.6% | -10.1% | -4.9% |
| 3M | -22.6% | -6.9% | -15.7% | -22.9% |
| 6M | -12.0% | +1.3% | -13.3% | -10.4% |
| All | -12.0% | +0.4% | -12.3% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling