+12,304.7%
PCAR vs NSC
+5,576.5%
+6,728.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -0.9% |
| 7D | +0.1% | -6.6% | +6.7% | +3.7% |
| 30D | -4.6% | +2.2% | -6.7% | -5.7% |
| 3M | -22.6% | -6.2% | -16.4% | -20.1% |
| 6M | -12.0% | +1.7% | -13.7% | -13.2% |
| YTD | -6.1% | +12.2% | -18.3% | -12.3% |
| 1Y | +6.3% | +15.4% | -9.1% | -2.1% |
| 3Y | +31.8% | +73.3% | -41.5% | -4.0% |
| 5Y | +104.2% | +24.7% | +79.5% | +73.5% |
| 10Y | +302.9% | +324.5% | -21.6% | +69.3% |
| All | +12,304.7% | +5,576.5% | +6,728.2% | +1,096.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling