+287.1%
PCAR vs NTRA
+2,761.8%
-2,474.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +4.9% | +2.7% | +2.2% | +4.7% |
| 30D | -1.4% | -19.2% | +17.7% | +0.2% |
| 3M | -18.1% | +2.7% | -20.8% | -18.6% |
| 6M | -4.0% | +63.4% | -67.4% | -8.7% |
| YTD | -1.5% | +39.3% | -40.7% | -5.4% |
| 1Y | +13.2% | +59.0% | -45.8% | +7.4% |
| 3Y | +35.8% | +557.4% | -521.6% | +12.4% |
| 5Y | +114.6% | +177.4% | -62.7% | +85.1% |
| All | +287.1% | +2,761.8% | -2,474.7% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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