+361.8%
PCAR vs NI
+143.3%
+218.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -7.3% | -1.4% | -5.9% | -6.9% |
| 3M | +7.8% | -10.6% | +18.4% | +11.2% |
| 6M | +3.6% | -9.9% | +13.5% | +6.5% |
| YTD | +12.9% | +1.2% | +11.7% | +12.3% |
| 1Y | +27.3% | +4.4% | +22.9% | +25.3% |
| 3Y | +61.9% | +68.6% | -6.7% | +37.4% |
| 5Y | +164.2% | +98.0% | +66.1% | +113.0% |
| All | +361.8% | +143.3% | +218.5% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling