+302.3%
PCAR vs HWM
+1,165.4%
-863.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 6M | -12.0% | -19.7% | +7.7% | -7.3% |
| YTD | -6.1% | +0.5% | -6.6% | -8.1% |
| 1Y | +6.3% | +0.3% | +6.1% | +4.0% |
| 3Y | +31.8% | +325.8% | -294.1% | -21.5% |
| 5Y | +104.2% | +524.7% | -420.6% | +6.3% |
| 10Y | +302.9% | +1,491.8% | -1,188.8% | +43.2% |
| All | +302.3% | +1,165.4% | -863.1% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling