+31.8%
PCAR vs PH
+135.3%
-103.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.8% |
| 7D | +0.1% | +2.0% | -1.9% | -1.1% |
| 30D | -4.6% | -3.7% | -0.9% | -3.3% |
| 3M | -22.6% | -14.0% | -8.5% | -17.0% |
| 6M | -12.0% | +2.1% | -14.1% | -14.0% |
| YTD | -6.1% | +5.1% | -11.2% | -9.6% |
| 1Y | +6.3% | +10.9% | -4.6% | -0.4% |
| 3Y | +31.8% | +132.9% | -101.2% | -14.6% |
| All | +31.8% | +135.3% | -103.6% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling