+92.6%
PCAR vs NXT
+178.8%
-86.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -6.2% | -15.3% | +9.1% | -4.3% |
| 3M | +5.9% | -43.8% | +49.7% | +13.1% |
| 6M | +0.4% | -18.7% | +19.1% | +1.3% |
| YTD | +14.8% | -3.0% | +17.8% | +12.9% |
| 1Y | +30.1% | +22.7% | +7.4% | +23.3% |
| 3Y | +66.7% | +95.9% | -29.3% | +42.9% |
| All | +92.6% | +178.8% | -86.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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