+37.3%
PCAR vs NI
+97.2%
-60.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | -2.1% | +11.3% | -13.4% | -4.9% |
| 3M | -20.4% | +6.5% | -26.8% | -21.7% |
| 6M | -7.0% | -2.3% | -4.7% | -6.6% |
| YTD | -2.6% | +10.8% | -13.4% | -5.2% |
| 1Y | +9.8% | +6.2% | +3.5% | +7.9% |
| 3Y | +37.3% | +98.7% | -61.4% | +11.8% |
| All | +37.3% | +97.2% | -60.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling