+165.7%
PCAR vs ONON
-20.9%
+186.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -0.5% | -3.0% | +2.5% | -0.1% |
| 30D | -6.2% | -26.7% | +20.5% | -2.9% |
| 3M | +5.9% | -25.3% | +31.2% | +9.2% |
| 6M | +0.4% | -35.3% | +35.7% | +5.0% |
| YTD | +14.8% | -39.8% | +54.6% | +21.1% |
| 1Y | +30.1% | -39.2% | +69.3% | +36.6% |
| 3Y | +66.7% | -4.2% | +70.9% | +62.2% |
| All | +165.7% | -20.9% | +186.6% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling