-18.7%
NVO vs PCAR
+114.5%
-133.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +1.9% |
| 7D | +2.3% | +2.9% | -0.6% | +1.8% |
| 30D | +7.1% | -2.1% | +9.2% | +7.5% |
| 3M | -11.3% | -20.4% | +9.0% | -7.6% |
| 6M | -9.0% | -7.0% | -2.1% | -8.2% |
| YTD | -14.6% | -2.6% | -12.0% | -14.9% |
| 1Y | -4.9% | +9.8% | -14.7% | -7.6% |
| 3Y | -54.9% | +37.3% | -92.1% | -59.2% |
| 5Y | -18.7% | +116.4% | -135.1% | -37.4% |
| All | -18.7% | +114.5% | -133.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling