+9.5%
PCAR vs NSC
+16.9%
-7.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +2.7% |
| 7D | +2.9% | -5.4% | +8.3% | +5.7% |
| 30D | -2.1% | +2.9% | -5.1% | -3.6% |
| 3M | -20.4% | -2.2% | -18.2% | -19.6% |
| 6M | -7.0% | +5.3% | -12.2% | -10.8% |
| YTD | -2.6% | +14.8% | -17.4% | -12.5% |
| All | +9.5% | +16.9% | -7.5% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling