+7,999.6%
PCAR vs CNI
+6,541.6%
+1,458.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -0.5% | -2.1% | +1.6% | +0.8% |
| 30D | -6.2% | -3.3% | -3.0% | -4.2% |
| 3M | +5.9% | +3.8% | +2.1% | +3.3% |
| 6M | +0.4% | +12.7% | -12.3% | -7.4% |
| YTD | +14.8% | +26.3% | -11.4% | -1.9% |
| 1Y | +30.1% | +29.9% | +0.2% | +8.8% |
| 3Y | +66.7% | +15.9% | +50.7% | +47.9% |
| 5Y | +166.1% | +6.9% | +159.2% | +143.0% |
| 10Y | +353.7% | +126.8% | +226.9% | +142.1% |
| All | +7,999.6% | +6,541.6% | +1,458.0% | +605.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling