+293.0%
PCAR vs NSC
+315.5%
-22.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +2.7% |
| 7D | +2.9% | -5.4% | +8.3% | +5.9% |
| 30D | -2.1% | +2.9% | -5.1% | -3.7% |
| 3M | -20.4% | -2.2% | -18.2% | -19.6% |
| 6M | -7.0% | +5.3% | -12.2% | -9.9% |
| YTD | -2.6% | +14.8% | -17.4% | -10.0% |
| 1Y | +9.8% | +16.6% | -6.8% | +0.7% |
| 3Y | +37.3% | +78.6% | -41.3% | -1.2% |
| 5Y | +116.4% | +27.2% | +89.3% | +82.6% |
| 10Y | +293.0% | +302.5% | -9.6% | +67.8% |
| All | +293.0% | +315.5% | -22.6% | +67.8% |
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