+293.0%
PCAR vs PH
+778.3%
-485.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.6% | +1.5% |
| 7D | +2.9% | +3.0% | -0.1% | +1.1% |
| 30D | -2.1% | -0.6% | -1.5% | -2.4% |
| 3M | -20.4% | -10.7% | -9.6% | -16.0% |
| 6M | -7.0% | +9.1% | -16.0% | -12.1% |
| YTD | -2.6% | +9.5% | -12.1% | -8.4% |
| 1Y | +9.8% | +14.0% | -4.3% | +1.1% |
| 3Y | +37.3% | +138.9% | -101.6% | -16.8% |
| 5Y | +116.4% | +209.1% | -92.7% | +11.9% |
| 10Y | +293.0% | +737.3% | -444.3% | +6.8% |
| All | +293.0% | +778.3% | -485.3% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling