+251.8%
PCAR vs NTR
+100.5%
+151.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.6% |
| 7D | -0.5% | +8.1% | -8.6% | -2.7% |
| 30D | -6.2% | +18.8% | -25.0% | -10.7% |
| 3M | +5.9% | +16.2% | -10.3% | +1.3% |
| 6M | +0.4% | +9.8% | -9.4% | -3.3% |
| YTD | +14.8% | +30.9% | -16.0% | +4.7% |
| 1Y | +30.1% | +41.8% | -11.7% | +15.3% |
| 3Y | +66.7% | +35.8% | +30.9% | +46.8% |
| 5Y | +166.1% | +51.0% | +115.1% | +103.7% |
| All | +251.8% | +100.5% | +151.3% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling