+361.8%
PCAR vs PNR
+66.6%
+295.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +1.2% |
| 7D | -1.6% | -5.5% | +3.9% | +1.2% |
| 30D | -7.3% | -15.6% | +8.3% | +0.7% |
| 3M | +7.8% | -20.2% | +28.0% | +19.0% |
| 6M | +3.6% | -36.6% | +40.2% | +28.3% |
| YTD | +12.9% | -45.0% | +57.8% | +49.0% |
| 1Y | +27.3% | -47.4% | +74.7% | +72.2% |
| 3Y | +61.9% | -13.7% | +75.6% | +65.3% |
| 5Y | +164.2% | -20.8% | +185.0% | +176.1% |
| All | +361.8% | +66.6% | +295.2% | +192.0% |
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