+14,800.7%
PCAR vs NYT
+772.2%
+14,028.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -7.7% | +7.0% | -14.7% | -9.8% |
| 3M | +3.7% | -7.9% | +11.6% | +5.6% |
| 6M | +2.3% | -15.0% | +17.3% | +6.6% |
| YTD | +12.8% | -1.3% | +14.1% | +11.6% |
| 1Y | +27.8% | +16.9% | +10.9% | +19.4% |
| 3Y | +61.8% | +58.9% | +2.9% | +34.3% |
| 5Y | +168.2% | +40.9% | +127.3% | +124.2% |
| 10Y | +359.1% | +471.8% | -112.7% | +122.2% |
| All | +14,800.7% | +772.2% | +14,028.5% | +5,316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling