+13.4%
PCAR vs NVD
-12.8%
+26.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.2% | +2.2% |
| 7D | +2.2% | +27.3% | -25.1% | +3.2% |
| 30D | +0.3% | +59.9% | -59.6% | +2.5% |
| 3M | -17.9% | +39.4% | -57.4% | -16.5% |
| 6M | -3.4% | +27.6% | -31.0% | -1.7% |
| YTD | -0.1% | -17.9% | +17.8% | -0.9% |
| 1Y | +13.4% | -14.5% | +27.9% | +10.4% |
| All | +13.4% | -12.8% | +26.2% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling