+499.2%
NOW vs PCAR
+296.2%
+202.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.5% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -26.0% | -4.6% | -21.5% | -24.8% |
| 3M | -13.1% | -22.6% | +9.5% | -4.9% |
| 6M | +14.5% | -12.0% | +26.5% | +18.6% |
| YTD | -33.4% | -6.1% | -27.3% | -34.0% |
| 1Y | -40.6% | +6.3% | -47.0% | -44.3% |
| 3Y | -16.3% | +31.8% | -48.1% | -31.1% |
| 5Y | -26.3% | +104.2% | -130.5% | -51.0% |
| All | +499.2% | +296.2% | +202.9% | +192.8% |
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