+61.8%
PCAR vs NI
+71.0%
-9.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | 0.0% | +2.3% | -2.3% | -0.5% |
| 30D | -7.7% | -1.7% | -6.1% | -7.3% |
| 3M | +3.7% | -8.0% | +11.7% | +5.8% |
| 6M | +2.3% | -8.6% | +10.9% | +4.5% |
| YTD | +12.8% | +2.3% | +10.5% | +12.2% |
| 1Y | +27.8% | +6.9% | +20.8% | +25.7% |
| 3Y | +61.8% | +70.6% | -8.8% | +39.4% |
| All | +61.8% | +71.0% | -9.2% | +39.4% |
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