+504.6%
NOW vs PCAR
+326.7%
+177.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.5% |
| 7D | -3.1% | +2.9% | -6.0% | -4.1% |
| 30D | -27.0% | -2.1% | -24.9% | -26.5% |
| 3M | -17.7% | -20.4% | +2.6% | -10.9% |
| 6M | +12.7% | -7.0% | +19.7% | +14.4% |
| YTD | -32.9% | -2.6% | -30.3% | -34.3% |
| 1Y | -40.4% | +9.8% | -50.2% | -44.7% |
| 3Y | -17.1% | +37.3% | -54.4% | -32.8% |
| 5Y | -25.7% | +116.4% | -142.1% | -51.8% |
| 10Y | +504.6% | +293.0% | +211.7% | +186.9% |
| All | +504.6% | +326.7% | +177.9% | +186.9% |
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