+106.6%
PCAR vs HWM
+522.0%
-415.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.9% | -3.1% |
| 7D | +0.1% | +3.3% | -3.2% | -1.2% |
| 30D | -4.6% | -7.6% | +3.0% | -2.8% |
| 3M | -22.6% | -28.9% | +6.4% | -14.9% |
| 6M | -12.0% | -19.7% | +7.7% | -7.3% |
| YTD | -6.1% | +0.5% | -6.6% | -8.4% |
| 1Y | +6.3% | +0.3% | +6.1% | +3.7% |
| 3Y | +31.8% | +325.8% | -294.1% | -29.7% |
| All | +106.6% | +522.0% | -415.3% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling