+243.0%
PCAR vs NVT
+498.9%
-255.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +1.2% |
| 7D | +2.2% | +3.5% | -1.3% | +0.5% |
| 30D | +0.3% | -28.2% | +28.5% | +10.1% |
| 3M | -17.9% | -30.1% | +12.1% | -9.9% |
| 6M | -3.4% | -32.5% | +29.1% | +6.2% |
| YTD | -0.1% | +15.2% | -15.3% | -11.6% |
| 1Y | +13.4% | +7.2% | +6.2% | +2.8% |
| 3Y | +37.2% | +134.2% | -97.0% | -15.1% |
| 5Y | +117.3% | +238.3% | -121.0% | +12.3% |
| All | +243.0% | +498.9% | -255.9% | +33.8% |
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