+168.2%
PCAR vs CNI
+11.4%
+156.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | 0.0% | +2.5% | -2.5% | -1.2% |
| 30D | -7.7% | -2.5% | -5.2% | -6.5% |
| 3M | +3.7% | +2.7% | +1.0% | +2.2% |
| 6M | +2.3% | +16.9% | -14.6% | -5.9% |
| YTD | +12.8% | +26.3% | -13.5% | -0.6% |
| 1Y | +27.8% | +31.1% | -3.3% | +10.2% |
| 3Y | +61.8% | +21.1% | +40.7% | +44.0% |
| 5Y | +168.2% | +11.0% | +157.2% | +144.9% |
| All | +168.2% | +11.4% | +156.8% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling