+168.2%
PCAR vs NVT
+425.5%
-257.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.1% |
| 7D | 0.0% | +10.4% | -10.3% | -3.1% |
| 30D | -7.7% | -1.3% | -6.4% | -7.6% |
| 3M | +3.7% | -0.6% | +4.3% | +2.8% |
| 6M | +2.3% | +53.8% | -51.5% | -13.7% |
| YTD | +12.8% | +60.2% | -47.4% | -6.6% |
| 1Y | +27.8% | +76.8% | -49.0% | +1.1% |
| 3Y | +61.8% | +191.2% | -129.4% | -2.8% |
| 5Y | +168.2% | +430.9% | -262.7% | +14.2% |
| All | +168.2% | +425.5% | -257.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling