+362.4%
PCAR vs NTRS
+259.9%
+102.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.4% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | -6.4% | -0.7% | -5.7% | -6.1% |
| 3M | +4.7% | +11.3% | -6.7% | -0.7% |
| 6M | +4.5% | +35.5% | -31.0% | -9.8% |
| YTD | +13.0% | +40.6% | -27.6% | -4.5% |
| 1Y | +23.6% | +49.2% | -25.6% | +1.4% |
| 3Y | +60.7% | +167.2% | -106.5% | -2.0% |
| 5Y | +164.5% | +94.9% | +69.6% | +81.9% |
| All | +362.4% | +259.9% | +102.5% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling