+367.9%
PCAR vs HRB
+205.6%
+162.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | -10.6% | +10.4% | +2.1% |
| 30D | -6.9% | -0.8% | -6.1% | -7.2% |
| 3M | +2.1% | +19.1% | -17.0% | -2.5% |
| 6M | +1.6% | +48.7% | -47.1% | -8.6% |
| YTD | +12.2% | +7.1% | +5.1% | +8.7% |
| 1Y | +28.0% | -8.3% | +36.4% | +28.6% |
| 3Y | +61.0% | +25.8% | +35.1% | +46.8% |
| 5Y | +163.9% | +111.1% | +52.8% | +107.3% |
| 10Y | +367.9% | +206.6% | +161.3% | +214.7% |
| All | +367.9% | +205.6% | +162.3% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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