+61.8%
PCAR vs NTR
+42.0%
+19.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | 0.0% | +3.8% | -3.8% | -0.5% |
| 30D | -7.7% | +25.2% | -33.0% | -10.8% |
| 3M | +3.7% | +21.0% | -17.3% | +0.7% |
| 6M | +2.3% | +7.6% | -5.3% | +0.7% |
| YTD | +12.8% | +32.9% | -20.1% | +6.3% |
| 1Y | +27.8% | +43.1% | -15.3% | +18.1% |
| 3Y | +61.8% | +41.6% | +20.2% | +48.7% |
| All | +61.8% | +42.0% | +19.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling