+392.0%
PCAR vs HWM
+1,494.1%
-1,102.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | -6.2% | -11.0% | +4.8% | -3.1% |
| 3M | +5.9% | +4.0% | +1.9% | +4.1% |
| 6M | +0.4% | -0.2% | +0.6% | -0.3% |
| YTD | +14.8% | +26.7% | -11.8% | +5.7% |
| 1Y | +30.1% | +44.7% | -14.6% | +14.5% |
| 3Y | +66.7% | +426.1% | -359.4% | -6.2% |
| 5Y | +166.1% | +738.5% | -572.4% | +27.5% |
| All | +392.0% | +1,494.1% | -1,102.1% | +66.8% |
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