+3,198.5%
PCAR vs NDAQ
+2,327.9%
+870.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.8% |
| 7D | -0.5% | -2.4% | +1.9% | +0.4% |
| 30D | -6.2% | +2.5% | -8.7% | -7.1% |
| 3M | +5.9% | +9.9% | -4.0% | +2.0% |
| 6M | +0.4% | +9.4% | -9.0% | -3.6% |
| YTD | +14.8% | +0.4% | +14.4% | +13.1% |
| 1Y | +30.1% | +4.0% | +26.1% | +26.3% |
| 3Y | +66.7% | +94.4% | -27.7% | +27.9% |
| 5Y | +166.1% | +56.7% | +109.4% | +117.1% |
| 10Y | +353.7% | +375.3% | -21.6% | +144.5% |
| All | +3,198.5% | +2,327.9% | +870.7% | +1,185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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