+37.3%
PCAR vs NVT
+131.8%
-94.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -4.1% | +2.2% |
| 7D | +2.9% | -7.5% | +10.4% | +3.8% |
| 30D | -2.1% | -31.5% | +29.4% | +4.9% |
| 3M | -20.4% | -30.4% | +10.0% | -15.4% |
| 6M | -7.0% | -32.5% | +25.5% | -1.0% |
| YTD | -2.6% | +12.9% | -15.6% | -10.5% |
| 1Y | +9.8% | +3.7% | +6.0% | +3.0% |
| 3Y | +37.3% | +135.8% | -98.5% | -9.9% |
| All | +37.3% | +131.8% | -94.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling