+7,949.9%
NVDA vs PCAR
+290.1%
+7,659.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.4% | +1.4% |
| 7D | -13.2% | +2.2% | -15.4% | -14.4% |
| 30D | -23.2% | +0.3% | -23.6% | -23.7% |
| 3M | -20.0% | -17.9% | -2.1% | -10.4% |
| 6M | -20.6% | -3.4% | -17.2% | -20.3% |
| YTD | -6.6% | -0.1% | -6.5% | -9.2% |
| 1Y | -9.8% | +13.4% | -23.3% | -19.8% |
| 3Y | +260.5% | +37.2% | +223.3% | +166.3% |
| 5Y | +474.2% | +117.3% | +356.8% | +200.8% |
| 10Y | +7,949.9% | +295.0% | +7,655.0% | +2,731.8% |
| All | +7,949.9% | +290.1% | +7,659.8% | +2,731.8% |
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