+285.3%
PCAR vs NVT
+712.1%
-426.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -0.2% | +7.0% | -7.2% | -2.7% |
| 30D | -6.9% | -2.3% | -4.6% | -6.4% |
| 3M | +2.1% | -3.1% | +5.2% | +1.9% |
| 6M | +1.6% | +47.0% | -45.4% | -14.5% |
| YTD | +12.2% | +56.2% | -44.0% | -8.1% |
| 1Y | +28.0% | +74.5% | -46.5% | -0.6% |
| 3Y | +61.0% | +184.0% | -123.0% | -3.5% |
| 5Y | +163.9% | +410.8% | -246.8% | +20.5% |
| All | +285.3% | +712.1% | -426.8% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling