+164.2%
PCAR vs NRG
+183.6%
-19.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.1% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -7.3% | -6.8% | -0.5% | -6.3% |
| 3M | +7.8% | -7.1% | +14.9% | +8.1% |
| 6M | +3.6% | -27.6% | +31.1% | +8.5% |
| YTD | +12.9% | -29.2% | +42.1% | +18.4% |
| 1Y | +27.3% | -29.9% | +57.2% | +33.1% |
| 3Y | +61.9% | +198.7% | -136.8% | +13.9% |
| 5Y | +164.2% | +192.9% | -28.8% | +87.9% |
| All | +164.2% | +183.6% | -19.5% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling