+122.4%
NOK vs PCAR
+357.6%
-235.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +6.9% |
| 7D | +7.3% | 0.0% | +7.2% | +7.2% |
| 30D | +13.8% | -7.7% | +21.5% | +17.3% |
| 3M | -27.0% | +3.7% | -30.7% | -28.2% |
| 6M | +37.6% | +2.3% | +35.3% | +35.8% |
| YTD | +64.6% | +12.8% | +51.8% | +56.1% |
| 1Y | +132.0% | +27.8% | +104.3% | +108.1% |
| 3Y | +183.7% | +61.8% | +121.9% | +119.6% |
| 5Y | +101.3% | +168.2% | -66.9% | +20.8% |
| 10Y | +122.4% | +359.1% | -236.7% | +1.2% |
| All | +122.4% | +357.6% | -235.2% | +1.2% |
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