+287.1%
PCAR vs PH
+700.2%
-413.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +4.3% | +0.6% | +2.6% |
| 30D | -1.4% | +0.1% | -1.6% | -2.0% |
| 3M | -18.1% | -9.4% | -8.8% | -14.4% |
| 6M | -4.0% | +8.8% | -12.8% | -9.2% |
| YTD | -1.5% | +9.6% | -11.1% | -7.3% |
| 1Y | +13.2% | +14.4% | -1.3% | +4.1% |
| 3Y | +35.8% | +134.5% | -98.7% | -16.8% |
| 5Y | +114.6% | +204.4% | -89.8% | +11.9% |
| All | +287.1% | +700.2% | -413.1% | +9.6% |
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