-48.4%
NVDL vs PCAR
-6.7%
-41.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.2% | -11.1% | -10.9% |
| 7D | -34.5% | +3.8% | -38.3% | -34.8% |
| 30D | -47.7% | -2.0% | -45.7% | -47.1% |
| 3M | -43.9% | -19.1% | -24.8% | -37.4% |
| All | -48.4% | -6.7% | -41.7% | -49.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling