+293.0%
PCAR vs HRB
+246.2%
+46.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +4.3% |
| 7D | +2.9% | -2.4% | +5.3% | +3.4% |
| 30D | -2.1% | +15.7% | -17.9% | -5.2% |
| 3M | -20.4% | +11.4% | -31.7% | -22.6% |
| 6M | -7.0% | +40.7% | -47.7% | -14.5% |
| YTD | -2.6% | +21.0% | -23.6% | -8.2% |
| 1Y | +9.8% | +7.2% | +2.5% | +6.5% |
| 3Y | +37.3% | +29.2% | +8.1% | +24.9% |
| 5Y | +116.4% | +142.3% | -25.9% | +64.9% |
| 10Y | +293.0% | +253.1% | +39.9% | +161.9% |
| All | +293.0% | +246.2% | +46.7% | +161.9% |
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