+278.2%
PCAR vs NWSA
+149.3%
+128.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.8% | -9.7% | +13.5% | +7.5% |
| 30D | -2.0% | -8.6% | +6.7% | +1.0% |
| 3M | -19.1% | -6.3% | -12.8% | -17.5% |
| 6M | -6.8% | -1.2% | -5.6% | -7.5% |
| YTD | -2.5% | +2.6% | -5.1% | -5.3% |
| 1Y | +9.7% | 0.0% | +9.6% | +7.6% |
| 3Y | +34.0% | +30.1% | +3.9% | +17.3% |
| 5Y | +113.3% | +18.3% | +95.0% | +88.8% |
| 10Y | +278.2% | +149.3% | +128.9% | +128.6% |
| All | +278.2% | +149.3% | +128.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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