-13.8%
NVO vs PCAR
+27.2%
-41.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -5.4% | -6.9% | +1.4% | -4.7% |
| 3M | +7.0% | +2.1% | +4.9% | +6.2% |
| 6M | +17.6% | +1.6% | +16.0% | +16.2% |
| YTD | -8.0% | +12.2% | -20.3% | -11.6% |
| 1Y | -13.8% | +28.0% | -41.9% | -19.0% |
| All | -13.8% | +27.2% | -41.0% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling