+168.2%
PCAR vs NSC
+46.6%
+121.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | 0.0% | -1.5% | +1.6% | +0.8% |
| 30D | -7.7% | -1.9% | -5.8% | -6.9% |
| 3M | +3.7% | +6.2% | -2.5% | +0.4% |
| 6M | +2.3% | +9.2% | -6.9% | -2.5% |
| YTD | +12.8% | +15.0% | -2.2% | +4.7% |
| 1Y | +27.8% | +21.1% | +6.7% | +15.6% |
| 3Y | +61.8% | +78.6% | -16.8% | +19.2% |
| 5Y | +168.2% | +45.9% | +122.3% | +106.9% |
| All | +168.2% | +46.6% | +121.6% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NSC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling