+501.5%
NOW vs PCAR
+306.0%
+195.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.4% |
| 7D | -6.7% | +2.2% | -8.8% | -7.4% |
| 30D | -25.8% | -4.4% | -21.4% | -24.6% |
| 3M | -12.7% | -21.4% | +8.7% | -5.0% |
| 6M | +11.2% | -7.3% | +18.6% | +13.0% |
| YTD | -33.2% | -3.8% | -29.4% | -34.3% |
| 1Y | -41.8% | +6.3% | -48.1% | -45.3% |
| 3Y | -15.7% | +34.4% | -50.0% | -31.0% |
| 5Y | -26.0% | +109.2% | -135.3% | -51.3% |
| All | +501.5% | +306.0% | +195.4% | +191.4% |
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 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