+23.6%
PCAR vs NTRS
+51.4%
-27.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -6.4% | -0.7% | -5.7% | -6.2% |
| 3M | +4.7% | +11.3% | -6.7% | -0.3% |
| 6M | +4.5% | +35.5% | -31.0% | -8.6% |
| YTD | +13.0% | +40.6% | -27.6% | -4.3% |
| 1Y | +23.6% | +49.2% | -25.6% | +0.7% |
| All | +23.6% | +51.4% | -27.8% | +0.7% |
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