+13,096.5%
PCAR vs NI
+5,653.1%
+7,443.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +0.3% | +11.2% | -10.9% | -4.5% |
| 3M | -17.9% | +9.2% | -27.1% | -21.3% |
| 6M | -3.4% | -1.8% | -1.6% | -2.9% |
| YTD | -0.1% | +12.0% | -12.1% | -5.7% |
| 1Y | +13.4% | +6.4% | +7.0% | +9.5% |
| 3Y | +37.2% | +99.4% | -62.2% | -2.7% |
| 5Y | +117.3% | +113.1% | +4.2% | +46.5% |
| 10Y | +295.0% | +192.3% | +102.7% | +109.9% |
| All | +13,096.5% | +5,653.1% | +7,443.3% | +1,451.0% |
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