+287.1%
PCAR vs CNI
+140.9%
+146.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +4.9% | +2.5% | +2.4% | +3.5% |
| 30D | -1.4% | +6.1% | -7.5% | -4.7% |
| 3M | -18.1% | +0.1% | -18.3% | -18.2% |
| 6M | -4.0% | +14.9% | -18.9% | -11.5% |
| YTD | -1.5% | +30.9% | -32.3% | -16.2% |
| 1Y | +13.2% | +33.9% | -20.7% | -5.2% |
| 3Y | +35.8% | +20.2% | +15.6% | +19.7% |
| 5Y | +114.6% | +8.2% | +106.5% | +97.7% |
| All | +287.1% | +140.9% | +146.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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