+287.1%
PCAR vs NRG
+971.7%
-684.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +4.9% | +10.0% | -5.0% | +2.9% |
| 30D | -1.4% | -3.2% | +1.8% | -1.3% |
| 3M | -18.1% | -18.5% | +0.4% | -15.4% |
| 6M | -4.0% | -25.3% | +21.3% | +0.1% |
| YTD | -1.5% | -38.1% | +36.7% | +6.3% |
| 1Y | +13.2% | -40.7% | +53.9% | +22.9% |
| 3Y | +35.8% | +121.8% | -86.0% | +1.2% |
| 5Y | +114.6% | +209.2% | -94.6% | +43.8% |
| All | +287.1% | +971.7% | -684.6% | +126.6% |
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