+163.9%
PCAR vs NTRA
+177.1%
-13.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -0.2% | +1.6% | -1.8% | -0.3% |
| 30D | -6.9% | +3.8% | -10.6% | -7.1% |
| 3M | +2.1% | +48.2% | -46.1% | -1.0% |
| 6M | +1.6% | +61.0% | -59.4% | -2.3% |
| YTD | +12.2% | +44.2% | -32.0% | +8.6% |
| 1Y | +28.0% | +87.3% | -59.2% | +21.6% |
| 3Y | +61.0% | +509.4% | -448.5% | +40.9% |
| 5Y | +163.9% | +175.1% | -11.2% | +133.6% |
| All | +163.9% | +177.1% | -13.2% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling