+14,800.7%
PCAR vs NTRS
+7,620.4%
+7,180.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | 0.0% | +1.7% | -1.6% | -0.8% |
| 30D | -7.7% | +0.1% | -7.9% | -7.9% |
| 3M | +3.7% | +9.8% | -6.1% | -1.2% |
| 6M | +2.3% | +34.7% | -32.3% | -12.2% |
| YTD | +12.8% | +37.4% | -24.6% | -4.5% |
| 1Y | +27.8% | +48.2% | -20.4% | +4.0% |
| 3Y | +61.8% | +163.5% | -101.7% | -3.3% |
| 5Y | +168.2% | +88.2% | +80.0% | +82.4% |
| 10Y | +359.1% | +246.8% | +112.2% | +116.6% |
| All | +14,800.7% | +7,620.4% | +7,180.4% | +1,967.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling