+163.9%
PCAR vs NVMI
+274.3%
-110.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.2% | +6.9% | -7.1% | -1.5% |
| 30D | -6.9% | -2.8% | -4.0% | -6.5% |
| 3M | +2.1% | -27.3% | +29.4% | +7.2% |
| 6M | +1.6% | -13.7% | +15.3% | +2.7% |
| YTD | +12.2% | +13.8% | -1.6% | +7.3% |
| 1Y | +28.0% | +34.9% | -6.8% | +18.1% |
| 3Y | +61.0% | +213.5% | -152.6% | +17.9% |
| 5Y | +163.9% | +272.5% | -108.5% | +79.1% |
| All | +163.9% | +274.3% | -110.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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