+367.9%
PCAR vs NSC
+324.0%
+43.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | -0.2% | -2.0% | +1.8% | +0.9% |
| 30D | -6.9% | -3.2% | -3.7% | -5.4% |
| 3M | +2.1% | +3.9% | -1.8% | -0.2% |
| 6M | +1.6% | +7.8% | -6.2% | -2.8% |
| YTD | +12.2% | +13.4% | -1.2% | +4.5% |
| 1Y | +28.0% | +20.3% | +7.7% | +15.6% |
| 3Y | +61.0% | +76.1% | -15.1% | +16.6% |
| 5Y | +163.9% | +45.0% | +118.9% | +107.4% |
| 10Y | +367.9% | +335.7% | +32.2% | +95.5% |
| All | +367.9% | +324.0% | +43.9% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling