+128.0%
PCAR vs ONON
-5.0%
+133.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +4.9% | -10.0% | +14.9% | +6.3% |
| 30D | -1.4% | -5.3% | +3.8% | -0.9% |
| 3M | -18.1% | +6.5% | -24.6% | -18.9% |
| 6M | -4.0% | -5.0% | +1.0% | -4.2% |
| YTD | -1.5% | -27.6% | +26.2% | +1.4% |
| 1Y | +13.2% | -20.7% | +33.9% | +15.1% |
| 3Y | +35.8% | +26.6% | +9.2% | +27.7% |
| 5Y | +114.6% | -9.6% | +124.2% | +93.2% |
| All | +128.0% | -5.0% | +133.0% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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