+8,960.6%
PCAR vs NVS
+1,269.4%
+7,691.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | -0.5% | +4.0% | -4.5% | -2.6% |
| 30D | -6.2% | +3.6% | -9.8% | -8.2% |
| 3M | +5.9% | +7.8% | -1.9% | +1.2% |
| 6M | +0.4% | -0.2% | +0.6% | -0.4% |
| YTD | +14.8% | +19.6% | -4.8% | +3.7% |
| 1Y | +30.1% | +28.4% | +1.7% | +13.0% |
| 3Y | +66.7% | +76.2% | -9.5% | +20.5% |
| 5Y | +166.1% | +111.1% | +55.1% | +72.3% |
| 10Y | +353.7% | +224.3% | +129.4% | +127.7% |
| All | +8,960.6% | +1,269.4% | +7,691.3% | +2,251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling