+3,866.8%
PCAR vs NVMI
+1,665.9%
+2,200.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.6% |
| 7D | +4.9% | +1.5% | +3.4% | +4.8% |
| 30D | -1.4% | -4.1% | +2.7% | -1.2% |
| 3M | -18.1% | -22.8% | +4.6% | -16.4% |
| 6M | -4.0% | -36.9% | +32.9% | -0.6% |
| YTD | -1.5% | -3.2% | +1.7% | -2.4% |
| 1Y | +13.2% | +7.1% | +6.1% | +11.0% |
| 3Y | +35.8% | +181.5% | -145.7% | +19.2% |
| 5Y | +114.6% | +141.2% | -26.6% | +89.0% |
| 10Y | +289.6% | +2,463.4% | -2,173.8% | +179.3% |
| All | +3,866.8% | +1,665.9% | +2,200.9% | +2,213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling