+29,764.4%
NVO vs PCAR
+13,330.7%
+16,433.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.5% | +0.5% |
| 7D | -2.6% | +2.2% | -4.8% | -3.0% |
| 30D | +6.5% | +0.3% | +6.2% | +6.5% |
| 3M | -11.8% | -17.9% | +6.1% | -8.6% |
| 6M | -10.3% | -3.4% | -6.9% | -10.0% |
| YTD | -15.2% | -0.1% | -15.1% | -15.7% |
| 1Y | -12.2% | +13.4% | -25.6% | -14.7% |
| 3Y | -55.7% | +37.2% | -92.9% | -58.9% |
| 5Y | -18.7% | +117.3% | -136.1% | -31.3% |
| 10Y | +210.3% | +295.0% | -84.6% | +130.5% |
| All | +29,764.4% | +13,330.7% | +16,433.7% | +12,228.5% |
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