+12.2%
PCAR vs PH
+20.3%
-8.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +5.5% |
| 7D | +3.7% | -0.2% | +3.8% | +3.4% |
| 30D | -2.9% | -6.7% | +3.8% | -0.2% |
| 3M | -21.7% | -8.1% | -13.6% | -19.2% |
| 6M | -6.6% | +5.3% | -12.0% | -11.0% |
| YTD | -2.2% | +4.2% | -6.4% | -4.2% |
| 1Y | +12.2% | +19.3% | -7.1% | +10.0% |
| All | +12.2% | +20.3% | -8.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling