+7,651.6%
PCAR vs NVS
+1,271.6%
+6,379.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +2.1% | -1.0% | +3.1% | +2.6% |
| 30D | -1.2% | +12.5% | -13.7% | -6.9% |
| 3M | -18.6% | +5.2% | -23.8% | -21.6% |
| 6M | -5.1% | +8.2% | -13.2% | -10.3% |
| YTD | -1.8% | +19.8% | -21.5% | -12.1% |
| 1Y | +10.6% | +24.8% | -14.2% | -3.1% |
| 3Y | +34.9% | +90.0% | -55.1% | -6.9% |
| 5Y | +114.0% | +134.3% | -20.3% | +30.0% |
| 10Y | +288.4% | +250.8% | +37.6% | +85.4% |
| All | +7,651.6% | +1,271.6% | +6,379.9% | +1,893.2% |
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 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