+361.8%
PCAR vs NRG
+1,065.0%
-703.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -7.3% | -6.8% | -0.5% | -6.1% |
| 3M | +7.8% | -7.1% | +14.9% | +8.3% |
| 6M | +3.6% | -27.6% | +31.1% | +9.2% |
| YTD | +12.9% | -29.2% | +42.1% | +19.2% |
| 1Y | +27.3% | -29.9% | +57.2% | +34.0% |
| 3Y | +61.9% | +198.7% | -136.8% | +15.0% |
| 5Y | +164.2% | +192.9% | -28.8% | +84.7% |
| All | +361.8% | +1,065.0% | -703.2% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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