+132.0%
NOK vs PCAR
+26.5%
+105.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +6.6% |
| 7D | +7.3% | 0.0% | +7.2% | +7.2% |
| 30D | +13.8% | -7.7% | +21.5% | +15.8% |
| 3M | -27.0% | +3.7% | -30.7% | -27.4% |
| 6M | +37.6% | +2.3% | +35.3% | +36.1% |
| YTD | +64.6% | +12.8% | +51.8% | +67.7% |
| 1Y | +132.0% | +27.8% | +104.3% | +140.3% |
| All | +132.0% | +26.5% | +105.5% | +140.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling