+359.1%
PCAR vs NWSA
+143.8%
+215.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | 0.0% | -2.6% | +2.7% | +1.1% |
| 30D | -7.7% | +4.6% | -12.3% | -9.4% |
| 3M | +3.7% | +10.2% | -6.5% | -0.7% |
| 6M | +2.3% | +21.6% | -19.3% | -6.1% |
| YTD | +12.8% | +14.6% | -1.8% | +5.6% |
| 1Y | +27.8% | +0.4% | +27.4% | +25.9% |
| 3Y | +61.8% | +45.0% | +16.8% | +36.4% |
| 5Y | +168.2% | +41.3% | +126.9% | +122.2% |
| 10Y | +359.1% | +142.8% | +216.3% | +179.8% |
| All | +359.1% | +143.8% | +215.2% | +179.8% |
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