+12.2%
PCAR vs NTRS
+43.5%
-31.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.9% |
| 7D | +3.7% | +3.6% | +0.1% | +2.3% |
| 30D | -2.9% | +4.3% | -7.2% | -4.5% |
| 3M | -21.7% | -1.9% | -19.8% | -21.3% |
| 6M | -6.6% | +11.4% | -18.1% | -11.3% |
| YTD | -2.2% | +32.3% | -34.5% | -16.7% |
| 1Y | +12.2% | +42.5% | -30.3% | -9.9% |
| All | +12.2% | +43.5% | -31.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling