+535.7%
ON vs PCAR
+292.6%
+243.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.1% | +3.8% | -7.9% | -7.3% |
| 30D | -10.2% | -2.0% | -8.3% | -8.7% |
| 3M | -12.7% | -19.1% | +6.3% | +5.6% |
| 6M | -32.5% | -6.8% | -25.7% | -28.0% |
| YTD | +28.6% | -2.5% | +31.0% | +31.6% |
| 1Y | +43.4% | +9.7% | +33.8% | +31.7% |
| 3Y | +3.3% | +34.0% | -30.6% | -23.1% |
| 5Y | +22.5% | +113.3% | -90.8% | -41.7% |
| 10Y | +535.7% | +278.2% | +257.5% | +92.4% |
| All | +535.7% | +292.6% | +243.1% | +92.4% |
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