+59.6%
PCAR vs NVD
-99.1%
+158.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.4% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -6.9% | -9.3% | +2.4% | -7.3% |
| 3M | +2.1% | -22.1% | +24.2% | +1.1% |
| 6M | +1.6% | -45.8% | +47.4% | -1.1% |
| YTD | +12.2% | -46.7% | +58.9% | +9.4% |
| 1Y | +28.0% | -59.5% | +87.5% | +23.2% |
| All | +59.6% | -99.1% | +158.8% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling