+70.4%
PCAR vs NOC
+24.5%
+46.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -0.5% | -5.2% | +4.7% | -0.1% |
| 30D | -6.2% | -7.2% | +1.0% | -5.7% |
| 3M | +5.9% | -5.1% | +11.0% | +6.2% |
| 6M | +0.4% | -31.1% | +31.5% | +3.5% |
| YTD | +14.8% | -8.6% | +23.4% | +15.1% |
| 1Y | +30.1% | -9.7% | +39.8% | +30.5% |
| All | +70.4% | +24.5% | +46.0% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling