+10,310.1%
NVDA vs PCAR
+326.7%
+9,983.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.7% | -7.9% | -6.4% |
| 7D | -11.6% | +2.9% | -14.5% | -13.3% |
| 30D | -22.1% | -2.1% | -19.9% | -21.4% |
| 3M | -20.1% | -20.4% | +0.2% | -9.1% |
| 6M | -16.8% | -7.0% | -9.8% | -14.5% |
| YTD | -4.0% | -2.6% | -1.3% | -5.1% |
| 1Y | -4.8% | +9.8% | -14.6% | -13.3% |
| 3Y | +281.7% | +37.3% | +244.4% | +183.3% |
| 5Y | +485.4% | +116.4% | +368.9% | +212.5% |
| 10Y | +10,310.1% | +293.0% | +10,017.1% | +4,936.2% |
| All | +10,310.1% | +326.7% | +9,983.4% | +4,936.2% |
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