+164.2%
PCAR vs NYT
+39.3%
+124.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.6% | -0.7% | -0.8% | -1.4% |
| 30D | -7.3% | +4.5% | -11.7% | -8.2% |
| 3M | +7.8% | -8.5% | +16.3% | +9.3% |
| 6M | +3.6% | -15.1% | +18.6% | +6.6% |
| YTD | +12.9% | -3.3% | +16.2% | +12.4% |
| 1Y | +27.3% | +17.0% | +10.3% | +21.0% |
| 3Y | +61.9% | +55.7% | +6.2% | +41.6% |
| 5Y | +164.2% | +38.9% | +125.3% | +122.7% |
| All | +164.2% | +39.3% | +124.9% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling