+61.8%
PCAR vs NTRA
+484.0%
-422.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.6% |
| 7D | 0.0% | +1.1% | -1.0% | -0.1% |
| 30D | -7.7% | +0.6% | -8.4% | -7.8% |
| 3M | +3.7% | +51.8% | -48.1% | -0.8% |
| 6M | +2.3% | +63.6% | -61.3% | -3.3% |
| YTD | +12.8% | +41.5% | -28.7% | +8.0% |
| 1Y | +27.8% | +93.6% | -65.9% | +18.2% |
| 3Y | +61.8% | +498.0% | -436.3% | +29.7% |
| All | +61.8% | +484.0% | -422.2% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling