+48.4%
NU vs PCAR
+149.7%
-101.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +10.8% | -7.7% | +18.5% | +15.9% |
| 3M | +32.2% | +3.7% | +28.5% | +28.8% |
| 6M | +5.1% | +2.3% | +2.8% | +2.7% |
| YTD | -8.4% | +12.8% | -21.2% | -15.9% |
| 1Y | +0.7% | +27.8% | -27.0% | -15.0% |
| 3Y | +125.1% | +61.8% | +63.3% | +46.8% |
| All | +48.4% | +149.7% | -101.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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