+295.0%
PCAR vs NTAP
+597.8%
-302.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.6% | +1.3% |
| 7D | +2.2% | -2.4% | +4.6% | +2.8% |
| 30D | +0.3% | -23.4% | +23.8% | +7.6% |
| 3M | -17.9% | -7.5% | -10.4% | -17.2% |
| 6M | -3.4% | +56.4% | -59.8% | -18.9% |
| YTD | -0.1% | +73.6% | -73.7% | -19.6% |
| 1Y | +13.4% | +68.4% | -55.0% | -7.9% |
| 3Y | +37.2% | +150.6% | -113.4% | -6.3% |
| 5Y | +117.3% | +122.5% | -5.1% | +51.7% |
| 10Y | +295.0% | +589.7% | -294.8% | +94.7% |
| All | +295.0% | +597.8% | -302.8% | +94.7% |
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