+195.8%
ON vs PCAR
+4,692.1%
-4,496.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.7% |
| 30D | -11.0% | -6.9% | -4.1% | -6.6% |
| 3M | -39.3% | +2.1% | -41.4% | -40.0% |
| 6M | +19.8% | +1.6% | +18.3% | +19.4% |
| YTD | +31.1% | +12.2% | +18.9% | +22.1% |
| 1Y | +46.0% | +28.0% | +17.9% | +24.2% |
| 3Y | -27.5% | +61.0% | -88.5% | -46.9% |
| 5Y | +56.9% | +163.9% | -107.0% | -16.4% |
| 10Y | +591.8% | +367.9% | +223.9% | +164.5% |
| All | +195.8% | +4,692.1% | -4,496.4% | -74.5% |
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 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