+35.8%
PCAR vs NRG
+123.8%
-88.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +4.9% | +10.0% | -5.0% | +3.7% |
| 30D | -1.4% | -3.2% | +1.8% | -1.3% |
| 3M | -18.1% | -18.5% | +0.4% | -16.2% |
| 6M | -4.0% | -25.3% | +21.3% | -1.2% |
| YTD | -1.5% | -38.1% | +36.7% | +3.9% |
| 1Y | +13.2% | -40.7% | +53.9% | +19.9% |
| 3Y | +35.8% | +121.8% | -86.0% | +11.0% |
| All | +35.8% | +123.8% | -88.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling