+287.1%
PCAR vs NVS
+260.1%
+27.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +4.9% | -1.3% | +6.2% | +5.4% |
| 30D | -1.4% | +9.3% | -10.7% | -4.8% |
| 3M | -18.1% | +5.8% | -23.9% | -20.6% |
| 6M | -4.0% | +7.2% | -11.2% | -7.8% |
| YTD | -1.5% | +20.0% | -21.4% | -10.0% |
| 1Y | +13.2% | +25.4% | -12.2% | +1.4% |
| 3Y | +35.8% | +89.2% | -53.4% | -0.6% |
| 5Y | +114.6% | +134.6% | -20.0% | +38.1% |
| All | +287.1% | +260.1% | +27.0% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling