+285.9%
PCAR vs NOC
+159.4%
+126.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +2.1% | +4.5% | -2.5% | +0.9% |
| 30D | -1.2% | +14.1% | -15.3% | -4.9% |
| 3M | -18.6% | -4.5% | -14.1% | -17.9% |
| 6M | -5.1% | -0.8% | -4.3% | -5.5% |
| YTD | -1.8% | -2.5% | +0.8% | -2.5% |
| 1Y | +10.6% | -0.1% | +10.7% | +9.0% |
| 3Y | +34.9% | +24.6% | +10.3% | +22.1% |
| 5Y | +114.0% | +65.6% | +48.4% | +68.1% |
| All | +285.9% | +159.4% | +126.5% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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