-16.0%
NOW vs PCAR
+34.2%
-50.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.7% |
| 7D | -6.7% | +2.2% | -8.8% | -6.9% |
| 30D | -25.8% | -4.4% | -21.4% | -25.4% |
| 3M | -12.7% | -21.4% | +8.7% | -10.1% |
| 6M | +11.2% | -7.3% | +18.6% | +11.8% |
| YTD | -33.2% | -3.8% | -29.4% | -34.7% |
| 1Y | -41.8% | +6.3% | -48.1% | -45.0% |
| All | -16.0% | +34.2% | -50.2% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling