+2,771.1%
NOW vs PCAR
+705.5%
+2,065.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | +20.5% | -6.2% | +26.7% | +23.6% |
| 3M | +18.3% | +5.9% | +12.5% | +14.7% |
| 6M | +24.1% | +0.4% | +23.7% | +21.6% |
| YTD | -7.8% | +14.8% | -22.6% | -15.6% |
| 1Y | -21.4% | +30.1% | -51.5% | -32.5% |
| 3Y | +19.5% | +66.7% | -47.1% | -12.2% |
| 5Y | +4.1% | +166.1% | -162.1% | -40.2% |
| 10Y | +826.4% | +353.7% | +472.7% | +270.4% |
| All | +2,771.1% | +705.5% | +2,065.7% | +927.2% |
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