+238.3%
PCAR vs NVT
+488.5%
-250.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +4.9% | +8.0% | -3.0% | +2.3% |
| 30D | -1.4% | -24.8% | +23.4% | +6.5% |
| 3M | -18.1% | -32.4% | +14.3% | -9.0% |
| 6M | -4.0% | -33.5% | +29.5% | +6.0% |
| YTD | -1.5% | +13.2% | -14.6% | -12.3% |
| 1Y | +13.2% | +9.0% | +4.2% | +1.8% |
| 3Y | +35.8% | +129.4% | -93.6% | -15.3% |
| 5Y | +114.6% | +230.1% | -115.4% | +11.9% |
| All | +238.3% | +488.5% | -250.1% | +32.7% |
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