+556.1%
ON vs PCAR
+290.1%
+266.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.3% | +3.5% |
| 7D | +3.3% | +2.2% | +1.1% | +1.6% |
| 30D | -3.1% | +0.3% | -3.5% | -3.5% |
| 3M | -9.2% | -17.9% | +8.7% | +8.6% |
| 6M | -31.4% | -3.4% | -27.9% | -29.0% |
| YTD | +36.0% | -0.1% | +36.1% | +36.2% |
| 1Y | +52.0% | +13.4% | +38.6% | +35.4% |
| 3Y | +9.3% | +37.2% | -27.9% | -20.5% |
| 5Y | +26.5% | +117.3% | -90.9% | -40.8% |
| 10Y | +556.1% | +295.0% | +261.2% | +86.5% |
| All | +556.1% | +290.1% | +266.0% | +86.5% |
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