+293.0%
PCAR vs HWM
+1,636.6%
-1,343.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.2% |
| 30D | -2.1% | -3.9% | +1.8% | -1.5% |
| 3M | -20.4% | -23.2% | +2.9% | -14.6% |
| 6M | -7.0% | -20.0% | +13.0% | -1.7% |
| YTD | -2.6% | +5.7% | -8.3% | -6.1% |
| 1Y | +9.8% | +4.9% | +4.9% | +5.9% |
| 3Y | +37.3% | +347.0% | -309.7% | -19.6% |
| 5Y | +116.4% | +563.0% | -446.6% | +10.4% |
| 10Y | +293.0% | +1,579.2% | -1,286.2% | +30.5% |
| All | +293.0% | +1,636.6% | -1,343.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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