+60.7%
NOK vs PCAR
+114.3%
-53.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +5.4% | +4.9% | +0.4% | +3.8% |
| 30D | -14.1% | -1.4% | -12.7% | -13.8% |
| 3M | -23.6% | -18.1% | -5.4% | -18.7% |
| 6M | -45.1% | -4.0% | -41.1% | -44.6% |
| YTD | +24.7% | -1.5% | +26.2% | +24.6% |
| 1Y | +19.0% | +13.2% | +5.8% | +13.6% |
| 3Y | +147.0% | +35.8% | +111.2% | +103.3% |
| All | +60.7% | +114.3% | -53.6% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling