+12.2%
PCAR vs NVT
+3.0%
+9.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -12.7% | +16.8% | +5.3% |
| 7D | +3.7% | -19.5% | +23.1% | +5.9% |
| 30D | -2.9% | -32.4% | +29.5% | +1.6% |
| 3M | -21.7% | -30.3% | +8.6% | -18.6% |
| 6M | -6.6% | -30.4% | +23.8% | -3.3% |
| YTD | -2.2% | +11.3% | -13.6% | -10.1% |
| 1Y | +12.2% | +3.6% | +8.7% | +5.3% |
| All | +12.2% | +3.0% | +9.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling