+355.4%
PCAR vs NWSA
+98.2%
+257.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.1% | -9.4% | +9.4% | +3.5% |
| 30D | -4.6% | -7.8% | +3.2% | -2.0% |
| 3M | -22.6% | -10.8% | -11.8% | -19.6% |
| 6M | -12.0% | +1.1% | -13.0% | -13.5% |
| YTD | -6.1% | +1.8% | -7.9% | -8.5% |
| 1Y | +6.3% | +6.0% | +0.3% | +1.8% |
| 3Y | +31.8% | +24.6% | +7.2% | +17.2% |
| 5Y | +104.2% | +13.1% | +91.0% | +83.7% |
| 10Y | +302.9% | +148.5% | +154.4% | +142.4% |
| All | +355.4% | +98.2% | +257.3% | +199.4% |
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