+39.0%
PCAR vs NVD
-98.8%
+137.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.7% | -5.0% | +4.2% |
| 7D | +2.9% | +23.8% | -20.9% | +4.3% |
| 30D | -2.1% | +57.0% | -59.1% | +0.6% |
| 3M | -20.4% | +41.6% | -61.9% | -18.4% |
| 6M | -7.0% | +17.6% | -24.5% | -5.2% |
| YTD | -2.6% | -21.4% | +18.8% | -2.6% |
| 1Y | +9.8% | -23.3% | +33.0% | +9.9% |
| 3Y | +37.3% | -98.7% | +135.9% | +10.5% |
| All | +39.0% | -98.8% | +137.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling