+359.1%
PCAR vs NOC
+187.2%
+171.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | 0.0% | -2.7% | +2.7% | +0.8% |
| 30D | -7.7% | -8.9% | +1.1% | -5.5% |
| 3M | +3.7% | -3.7% | +7.4% | +4.4% |
| 6M | +2.3% | -30.8% | +33.1% | +12.9% |
| YTD | +12.8% | -7.9% | +20.7% | +14.0% |
| 1Y | +27.8% | -9.4% | +37.2% | +29.5% |
| 3Y | +61.8% | +29.0% | +32.8% | +43.7% |
| 5Y | +168.2% | +56.1% | +112.1% | +113.1% |
| 10Y | +359.1% | +186.3% | +172.8% | +177.6% |
| All | +359.1% | +187.2% | +171.9% | +177.6% |
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