+0.6%
NVO vs PCAR
+168.7%
-168.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.8% |
| 7D | +0.1% | 0.0% | 0.0% | +0.1% |
| 30D | -3.2% | -7.7% | +4.5% | -1.8% |
| 3M | +11.5% | +3.7% | +7.8% | +10.4% |
| 6M | +22.9% | +2.3% | +20.6% | +21.7% |
| YTD | -6.8% | +12.8% | -19.6% | -9.6% |
| 1Y | -12.6% | +27.8% | -40.4% | -17.4% |
| 3Y | -49.6% | +61.8% | -111.4% | -55.7% |
| 5Y | +0.6% | +168.2% | -167.6% | -23.8% |
| All | +0.6% | +168.7% | -168.1% | -23.8% |
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