+162.5%
ON vs PCAR
+4,008.8%
-3,846.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.6% | -10.0% | -10.5% |
| 7D | -16.3% | +2.2% | -18.4% | -17.5% |
| 30D | -27.0% | -4.4% | -22.6% | -24.9% |
| 3M | -18.1% | -21.4% | +3.3% | -3.7% |
| 6M | -38.6% | -7.3% | -31.3% | -35.1% |
| YTD | +16.4% | -3.8% | +20.1% | +20.1% |
| 1Y | +25.8% | +6.3% | +19.5% | +21.3% |
| 3Y | -7.7% | +34.4% | -42.1% | -23.8% |
| 5Y | +6.6% | +109.2% | -102.7% | -33.9% |
| 10Y | +444.6% | +312.9% | +131.7% | +126.7% |
| All | +162.5% | +4,008.8% | -3,846.2% | -74.9% |
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