+359.2%
PCAR vs NI
+144.8%
+214.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | -6.9% | -0.3% | -6.6% | -6.8% |
| 3M | +2.1% | -9.5% | +11.6% | +4.9% |
| 6M | +1.6% | -10.2% | +11.8% | +4.6% |
| YTD | +12.2% | +1.8% | +10.5% | +11.5% |
| 1Y | +28.0% | +5.7% | +22.4% | +25.7% |
| 3Y | +61.0% | +69.6% | -8.6% | +36.4% |
| 5Y | +163.9% | +95.8% | +68.1% | +113.5% |
| All | +359.2% | +144.8% | +214.5% | +276.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling