+12,917.0%
PCAR vs PNR
+4,177.9%
+8,739.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.9% | +0.3% | +4.7% | +4.8% |
| 30D | -1.4% | +31.7% | -33.1% | -13.5% |
| 3M | -18.1% | +2.6% | -20.8% | -19.8% |
| 6M | -4.0% | -6.4% | +2.4% | -2.9% |
| YTD | -1.5% | -33.4% | +32.0% | +15.4% |
| 1Y | +13.2% | -35.1% | +48.3% | +34.1% |
| 3Y | +35.8% | +17.1% | +18.7% | +21.0% |
| 5Y | +114.6% | -3.5% | +118.2% | +103.5% |
| 10Y | +289.6% | +100.2% | +189.4% | +156.7% |
| All | +12,917.0% | +4,177.9% | +8,739.1% | +4,001.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling