+61.0%
PCAR vs NVD
-99.2%
+160.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.5% |
| 7D | 0.0% | -7.7% | +7.7% | -0.4% |
| 30D | -7.7% | -5.8% | -1.9% | -7.9% |
| 3M | +3.7% | -23.2% | +26.9% | +2.6% |
| 6M | +2.3% | -49.7% | +52.0% | -0.8% |
| YTD | +12.8% | -47.7% | +60.5% | +9.9% |
| 1Y | +27.8% | -61.3% | +89.1% | +22.7% |
| 3Y | +61.8% | -99.2% | +161.0% | +23.3% |
| All | +61.0% | -99.2% | +160.2% | +22.8% |
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