+15,068.3%
PCAR vs NI
+5,092.7%
+9,975.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.5% | +2.0% | -2.5% | -1.4% |
| 30D | -6.2% | -3.5% | -2.7% | -4.7% |
| 3M | +5.9% | -9.1% | +15.0% | +10.4% |
| 6M | +0.4% | -11.8% | +12.2% | +6.0% |
| YTD | +14.8% | +1.1% | +13.7% | +13.8% |
| 1Y | +30.1% | +6.7% | +23.4% | +25.4% |
| 3Y | +66.7% | +71.1% | -4.4% | +26.5% |
| 5Y | +166.1% | +94.3% | +71.8% | +87.1% |
| 10Y | +353.7% | +135.8% | +217.9% | +167.0% |
| All | +15,068.3% | +5,092.7% | +9,975.6% | +1,770.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling