+33,769.1%
NVO vs PCAR
+15,337.6%
+18,431.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +6.0% | -6.2% | +12.2% | +7.2% |
| 3M | +7.9% | +5.9% | +2.0% | +6.5% |
| 6M | +27.1% | +0.4% | +26.7% | +26.4% |
| YTD | -3.8% | +14.8% | -18.7% | -6.7% |
| 1Y | -12.8% | +30.1% | -43.0% | -17.5% |
| 3Y | -46.3% | +66.7% | -113.0% | -52.0% |
| 5Y | +3.6% | +166.1% | -162.5% | -15.7% |
| 10Y | +157.0% | +353.7% | -196.6% | +86.1% |
| All | +33,769.1% | +15,337.6% | +18,431.6% | +13,531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling