+6,829.4%
PCAR vs CNI
+6,816.2%
+13.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.8% |
| 7D | +2.1% | +1.0% | +1.1% | +1.5% |
| 30D | -1.2% | +7.5% | -8.7% | -5.6% |
| 3M | -18.6% | +1.7% | -20.3% | -19.5% |
| 6M | -5.1% | +15.4% | -20.5% | -13.5% |
| YTD | -1.8% | +31.5% | -33.3% | -18.3% |
| 1Y | +10.6% | +32.8% | -22.2% | -8.6% |
| 3Y | +34.9% | +21.7% | +13.2% | +16.2% |
| 5Y | +114.0% | +8.7% | +105.3% | +94.1% |
| 10Y | +288.4% | +143.3% | +145.1% | +98.3% |
| All | +6,829.4% | +6,816.2% | +13.2% | +488.1% |
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