+7,570.7%
PCAR vs NVS
+1,297.4%
+6,273.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +3.5% | +2.5% | +1.0% | +2.2% |
| 30D | -2.3% | +13.6% | -15.9% | -8.3% |
| 3M | -19.3% | +4.1% | -23.5% | -21.9% |
| 6M | -7.1% | +11.8% | -18.9% | -13.6% |
| YTD | -2.8% | +22.0% | -24.8% | -13.8% |
| 1Y | +9.3% | +32.3% | -23.0% | -7.1% |
| 3Y | +33.5% | +93.6% | -60.1% | -8.7% |
| 5Y | +112.6% | +136.7% | -24.1% | +28.6% |
| 10Y | +276.9% | +254.6% | +22.3% | +79.1% |
| All | +7,570.7% | +1,297.4% | +6,273.3% | +1,855.0% |
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