+1,534.5%
PCAR vs NRG
+1,598.0%
-63.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | 0.0% | +9.3% | -9.2% | -2.6% |
| 30D | -7.7% | +1.3% | -9.0% | -8.3% |
| 3M | +3.7% | -6.0% | +9.7% | +4.1% |
| 6M | +2.3% | -22.0% | +24.3% | +7.6% |
| YTD | +12.8% | -24.1% | +36.9% | +19.0% |
| 1Y | +27.8% | -18.0% | +45.8% | +30.5% |
| 3Y | +61.8% | +220.0% | -158.2% | +1.2% |
| 5Y | +168.2% | +201.1% | -32.9% | +66.3% |
| 10Y | +359.1% | +1,085.1% | -726.0% | +63.7% |
| All | +1,534.5% | +1,598.0% | -63.5% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling