+295.0%
PCAR vs PH
+725.6%
-430.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +2.2% | +6.9% | -4.7% | -1.4% |
| 30D | +0.3% | +1.7% | -1.3% | -1.1% |
| 3M | -17.9% | -8.1% | -9.8% | -14.8% |
| 6M | -3.4% | +11.5% | -14.9% | -9.8% |
| YTD | -0.1% | +11.4% | -11.5% | -6.8% |
| 1Y | +13.4% | +14.1% | -0.7% | +4.5% |
| 3Y | +37.2% | +138.2% | -101.0% | -16.6% |
| 5Y | +117.3% | +216.0% | -98.6% | +11.2% |
| 10Y | +295.0% | +710.0% | -415.0% | +10.8% |
| All | +295.0% | +725.6% | -430.6% | +10.8% |
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