+63.9%
PCAR vs NVD
-99.2%
+163.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.1% |
| 7D | -0.5% | -11.1% | +10.6% | -1.2% |
| 30D | -6.2% | -13.3% | +7.0% | -6.8% |
| 3M | +5.9% | -19.8% | +25.7% | +5.1% |
| 6M | +0.4% | -48.8% | +49.2% | -2.5% |
| YTD | +14.8% | -49.7% | +64.5% | +11.7% |
| 1Y | +30.1% | -61.4% | +91.5% | +24.9% |
| 3Y | +66.7% | -99.1% | +165.8% | +24.5% |
| All | +63.9% | -99.2% | +163.1% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling