+48.8%
NU vs PCAR
+154.1%
-105.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.1% |
| 7D | +7.5% | -0.5% | +8.0% | +7.8% |
| 30D | +6.1% | -6.2% | +12.4% | +10.1% |
| 3M | +26.8% | +5.9% | +20.9% | +22.1% |
| 6M | +2.5% | +0.4% | +2.1% | +1.3% |
| YTD | -8.2% | +14.8% | -23.0% | -16.5% |
| 1Y | +3.4% | +30.1% | -26.7% | -13.6% |
| 3Y | +116.2% | +66.7% | +49.5% | +38.1% |
| All | +48.8% | +154.1% | -105.3% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling