+295.7%
NVDL vs PCAR
+36.7%
+259.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.2% | -11.1% | -11.0% |
| 7D | -34.5% | +3.8% | -38.3% | -36.4% |
| 30D | -47.7% | -2.0% | -45.7% | -47.3% |
| 3M | -43.9% | -19.1% | -24.8% | -35.4% |
| 6M | -46.4% | -6.8% | -39.6% | -44.7% |
| YTD | -34.3% | -2.5% | -31.8% | -35.3% |
| 1Y | -44.0% | +9.7% | -53.7% | -50.2% |
| 3Y | +295.7% | +34.0% | +261.7% | +192.3% |
| All | +295.7% | +36.7% | +259.0% | +192.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling