+44.8%
NU vs PCAR
+31.0%
+13.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.5% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | -22.8% | -4.6% | -18.2% | -21.3% |
| 3M | -14.8% | -22.6% | +7.8% | -5.7% |
| 6M | -16.9% | -12.0% | -5.0% | -12.9% |
| YTD | -28.1% | -6.1% | -22.0% | -26.8% |
| 1Y | -24.5% | +6.3% | -30.9% | -27.1% |
| 3Y | +44.8% | +31.8% | +13.0% | +3.4% |
| All | +44.8% | +31.0% | +13.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling