+1,181.9%
NOK vs PCAR
+10,036.0%
-8,854.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.7% |
| 7D | -10.5% | +0.1% | -10.6% | -10.6% |
| 30D | -27.9% | -4.6% | -23.3% | -26.7% |
| 3M | -18.8% | -22.6% | +3.8% | -9.8% |
| 6M | -41.9% | -12.0% | -30.0% | -39.1% |
| YTD | +18.4% | -6.1% | +24.5% | +20.2% |
| 1Y | +10.9% | +6.3% | +4.5% | +6.5% |
| 3Y | +137.9% | +31.8% | +106.1% | +99.9% |
| 5Y | +47.8% | +104.2% | -56.4% | +1.2% |
| 10Y | +116.4% | +302.9% | -186.6% | +5.5% |
| All | +1,181.9% | +10,036.0% | -8,854.1% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling