+456.9%
PCAR vs NWSA
+127.4%
+329.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -0.5% | -1.9% | +1.4% | +0.2% |
| 30D | -6.2% | +4.6% | -10.8% | -8.0% |
| 3M | +5.9% | +13.2% | -7.3% | +0.3% |
| 6M | +0.4% | +27.0% | -26.6% | -9.5% |
| YTD | +14.8% | +16.8% | -2.0% | +6.6% |
| 1Y | +30.1% | +4.5% | +25.6% | +26.0% |
| 3Y | +66.7% | +46.2% | +20.4% | +39.8% |
| 5Y | +166.1% | +40.9% | +125.2% | +120.3% |
| 10Y | +353.7% | +145.1% | +208.5% | +176.3% |
| All | +456.9% | +127.4% | +329.5% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling