+359.1%
PCAR vs NTAP
+583.2%
-224.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.3% |
| 7D | 0.0% | +3.3% | -3.2% | -0.9% |
| 30D | -7.7% | -0.2% | -7.5% | -7.8% |
| 3M | +3.7% | +11.4% | -7.7% | -0.1% |
| 6M | +2.3% | +88.7% | -86.4% | -18.4% |
| YTD | +12.8% | +78.9% | -66.1% | -8.8% |
| 1Y | +27.8% | +58.8% | -31.1% | +7.3% |
| 3Y | +61.8% | +153.5% | -91.7% | +11.8% |
| 5Y | +168.2% | +136.7% | +31.5% | +86.0% |
| 10Y | +359.1% | +590.2% | -231.1% | +116.7% |
| All | +359.1% | +583.2% | -224.1% | +116.7% |
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