+362.4%
PCAR vs NYT
+489.9%
-127.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -6.4% | +4.6% | -10.9% | -7.4% |
| 3M | +4.7% | -9.6% | +14.2% | +6.6% |
| 6M | +4.5% | -14.0% | +18.5% | +7.6% |
| YTD | +13.0% | -2.8% | +15.9% | +12.5% |
| 1Y | +23.6% | +15.6% | +8.0% | +17.5% |
| 3Y | +60.7% | +56.3% | +4.4% | +39.4% |
| 5Y | +164.5% | +39.5% | +125.0% | +130.5% |
| All | +362.4% | +489.9% | -127.5% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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