+276.9%
PCAR vs PH
+737.8%
-460.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | +3.5% | +2.1% | +1.3% | +2.1% |
| 30D | -2.3% | +0.3% | -2.6% | -3.0% |
| 3M | -19.3% | -8.8% | -10.5% | -15.9% |
| 6M | -7.1% | +10.0% | -17.2% | -12.7% |
| YTD | -2.8% | +10.5% | -13.3% | -9.0% |
| 1Y | +9.3% | +15.5% | -6.2% | 0.0% |
| 3Y | +33.5% | +136.4% | -102.8% | -18.5% |
| 5Y | +112.6% | +213.6% | -100.9% | +9.2% |
| 10Y | +276.9% | +713.9% | -437.0% | +6.6% |
| All | +276.9% | +737.8% | -460.9% | +6.6% |
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