+523.3%
ON vs PCAR
+288.5%
+234.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.9% |
| 7D | +12.2% | +4.9% | +7.3% | +7.6% |
| 30D | -3.1% | -1.4% | -1.7% | -2.0% |
| 3M | -12.9% | -18.1% | +5.3% | +4.5% |
| 6M | -38.6% | -4.0% | -34.6% | -36.0% |
| YTD | +31.2% | -1.5% | +32.7% | +33.1% |
| 1Y | +47.6% | +13.2% | +34.5% | +31.7% |
| 3Y | +6.6% | +35.8% | -29.2% | -21.7% |
| 5Y | +21.3% | +114.6% | -93.4% | -42.6% |
| All | +523.3% | +288.5% | +234.8% | +81.0% |
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