+4,522.4%
PCAR vs NVMI
+1,967.2%
+2,555.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.4% |
| 7D | -0.5% | +6.6% | -7.1% | -1.2% |
| 30D | -6.2% | -7.5% | +1.3% | -5.6% |
| 3M | +5.9% | -28.5% | +34.4% | +8.8% |
| 6M | +0.4% | -15.7% | +16.1% | +1.3% |
| YTD | +14.8% | +13.3% | +1.5% | +12.4% |
| 1Y | +30.1% | +48.3% | -18.2% | +23.8% |
| 3Y | +66.7% | +191.2% | -124.6% | +46.1% |
| 5Y | +166.1% | +268.7% | -102.5% | +126.0% |
| 10Y | +353.7% | +3,034.8% | -2,681.1% | +220.3% |
| All | +4,522.4% | +1,967.2% | +2,555.2% | +2,564.4% |
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