+31.8%
PCAR vs NOC
+16.8%
+15.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | -5.8% | +5.9% | +0.7% |
| 30D | -4.6% | +10.9% | -15.5% | -5.8% |
| 3M | -22.6% | -7.1% | -15.5% | -22.2% |
| 6M | -12.0% | -5.3% | -6.6% | -11.8% |
| YTD | -6.1% | -6.8% | +0.7% | -6.3% |
| 1Y | +6.3% | -6.7% | +13.0% | +6.0% |
| 3Y | +31.8% | +17.2% | +14.6% | +30.0% |
| All | +31.8% | +16.8% | +15.0% | +30.0% |
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