+15,068.3%
PCAR vs NOC
+16,458.4%
-1,390.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -0.5% | -5.2% | +4.7% | +1.4% |
| 30D | -6.2% | -7.2% | +1.0% | -3.9% |
| 3M | +5.9% | -5.1% | +11.0% | +7.3% |
| 6M | +0.4% | -31.1% | +31.5% | +13.8% |
| YTD | +14.8% | -8.6% | +23.4% | +16.9% |
| 1Y | +30.1% | -9.7% | +39.8% | +32.8% |
| 3Y | +66.6% | +24.3% | +42.4% | +47.2% |
| 5Y | +166.1% | +52.6% | +113.5% | +111.0% |
| 10Y | +353.7% | +183.6% | +170.1% | +173.6% |
| All | +15,068.3% | +16,458.4% | -1,390.1% | +3,578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling