+367.9%
PCAR vs CNI
+129.7%
+238.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.7% |
| 30D | -6.9% | -2.1% | -4.8% | -5.8% |
| 3M | +2.1% | +1.8% | +0.3% | +1.0% |
| 6M | +1.6% | +14.8% | -13.2% | -6.5% |
| YTD | +12.2% | +25.4% | -13.2% | -2.1% |
| 1Y | +28.0% | +32.9% | -4.9% | +7.6% |
| 3Y | +61.0% | +20.2% | +40.8% | +41.7% |
| 5Y | +163.9% | +12.2% | +151.8% | +136.7% |
| 10Y | +367.9% | +136.0% | +231.9% | +149.8% |
| All | +367.9% | +129.7% | +238.2% | +149.8% |
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