+295.0%
PCAR vs PNR
+101.4%
+193.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.6% |
| 7D | +2.2% | -3.7% | +5.9% | +4.1% |
| 30D | +0.3% | +33.1% | -32.8% | -13.4% |
| 3M | -17.9% | +3.7% | -21.6% | -20.0% |
| 6M | -3.4% | -7.7% | +4.3% | -1.3% |
| YTD | -0.1% | -32.4% | +32.3% | +18.4% |
| 1Y | +13.4% | -35.0% | +48.4% | +37.1% |
| 3Y | +37.2% | +17.1% | +20.1% | +19.6% |
| 5Y | +117.3% | +0.1% | +117.2% | +101.1% |
| 10Y | +295.0% | +103.2% | +191.8% | +125.0% |
| All | +295.0% | +101.4% | +193.6% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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