+40.6%
PCAR vs NVD
-98.5%
+139.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.5% |
| 7D | +4.9% | +28.6% | -23.7% | +6.5% |
| 30D | -1.4% | +73.6% | -75.1% | +2.0% |
| 3M | -18.1% | +70.1% | -88.2% | -15.2% |
| 6M | -4.0% | +53.6% | -57.6% | -0.6% |
| YTD | -1.5% | -7.0% | +5.5% | -0.4% |
| 1Y | +13.2% | -9.0% | +22.2% | +14.4% |
| 3Y | +35.8% | -98.3% | +134.1% | +11.0% |
| All | +40.6% | -98.5% | +139.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling