+33.5%
PCAR vs NVS
+93.6%
-60.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.5% | +2.5% | +1.0% | +3.0% |
| 30D | -2.3% | +13.6% | -15.9% | -4.8% |
| 3M | -19.3% | +4.1% | -23.5% | -20.3% |
| 6M | -7.1% | +11.8% | -18.9% | -10.1% |
| YTD | -2.8% | +22.0% | -24.8% | -7.8% |
| 1Y | +9.3% | +32.3% | -23.0% | +1.7% |
| 3Y | +33.5% | +93.6% | -60.1% | +15.2% |
| All | +33.5% | +93.6% | -60.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling