+293.0%
PCAR vs NTAP
+608.6%
-315.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.5% |
| 7D | +2.9% | -5.0% | +7.9% | +4.2% |
| 30D | -2.1% | -25.8% | +23.6% | +5.9% |
| 3M | -20.4% | -6.9% | -13.5% | -20.0% |
| 6M | -7.0% | +50.0% | -57.0% | -21.0% |
| YTD | -2.6% | +66.9% | -69.6% | -20.8% |
| 1Y | +9.8% | +58.3% | -48.5% | -9.1% |
| 3Y | +37.3% | +145.1% | -107.9% | -5.8% |
| 5Y | +116.4% | +114.2% | +2.2% | +52.7% |
| 10Y | +293.0% | +576.6% | -283.6% | +97.7% |
| All | +293.0% | +608.6% | -315.6% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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