+10,574.6%
NVDA vs PCAR
+296.2%
+10,278.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +4.2% |
| 7D | -8.8% | +0.1% | -8.9% | -9.0% |
| 30D | -21.4% | -4.6% | -16.8% | -19.5% |
| 3M | -14.7% | -22.6% | +7.9% | -1.2% |
| 6M | -10.0% | -12.0% | +2.0% | -4.3% |
| YTD | +0.3% | -6.1% | +6.4% | +1.4% |
| 1Y | -0.5% | +6.3% | -6.9% | -7.5% |
| 3Y | +309.2% | +31.8% | +277.4% | +212.3% |
| 5Y | +530.1% | +104.2% | +425.9% | +250.5% |
| All | +10,574.6% | +296.2% | +10,278.3% | +5,721.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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