+245.8%
PCAR vs NTR
+98.7%
+147.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.2% |
| 7D | -1.6% | -2.5% | +0.9% | -0.9% |
| 30D | -7.3% | +17.0% | -24.3% | -11.3% |
| 3M | +7.8% | +22.2% | -14.4% | +1.7% |
| 6M | +3.6% | +5.2% | -1.6% | +1.0% |
| YTD | +12.9% | +29.7% | -16.8% | +3.2% |
| 1Y | +27.3% | +39.4% | -12.1% | +13.3% |
| 3Y | +61.9% | +38.2% | +23.7% | +41.7% |
| 5Y | +164.2% | +47.6% | +116.5% | +104.0% |
| All | +245.8% | +98.7% | +147.1% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling