+123.7%
NOK vs PCAR
+291.3%
-167.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -2.7% | +3.5% | -6.2% | -4.0% |
| 30D | -20.4% | -2.3% | -18.1% | -19.8% |
| 3M | -9.6% | -19.3% | +9.7% | -2.2% |
| 6M | -35.6% | -7.1% | -28.5% | -34.2% |
| YTD | +27.5% | -2.8% | +30.3% | +27.7% |
| 1Y | +18.4% | +9.3% | +9.1% | +13.0% |
| 3Y | +151.8% | +33.5% | +118.3% | +110.4% |
| 5Y | +61.1% | +112.6% | -51.5% | +6.3% |
| 10Y | +123.7% | +276.9% | -153.3% | +10.8% |
| All | +123.7% | +291.3% | -167.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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