+9,246.0%
PCAR vs HIG
+974.1%
+8,271.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | -2.1% | +4.5% | -6.6% | -3.3% |
| 3M | -20.4% | -5.5% | -14.9% | -19.2% |
| 6M | -7.0% | +3.1% | -10.1% | -8.0% |
| YTD | -2.6% | -0.8% | -1.8% | -2.8% |
| 1Y | +9.8% | +6.1% | +3.7% | +7.6% |
| 3Y | +37.3% | +94.1% | -56.9% | +13.8% |
| 5Y | +116.4% | +106.4% | +10.0% | +76.1% |
| 10Y | +293.0% | +265.1% | +27.9% | +163.4% |
| All | +9,246.0% | +974.1% | +8,271.9% | +3,108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling