+164.2%
PCAR vs NTRS
+88.8%
+75.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -7.3% | +0.2% | -7.4% | -7.4% |
| 3M | +7.8% | +13.2% | -5.4% | +2.3% |
| 6M | +3.6% | +36.9% | -33.4% | -9.2% |
| YTD | +12.9% | +39.1% | -26.2% | -2.0% |
| 1Y | +27.3% | +50.4% | -23.1% | +7.0% |
| 3Y | +61.9% | +166.8% | -104.9% | +7.1% |
| 5Y | +164.2% | +92.9% | +71.3% | +91.3% |
| All | +164.2% | +88.8% | +75.4% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling