+294.2%
PCAR vs NVT
+699.2%
-405.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.8% |
| 7D | -0.5% | +5.1% | -5.6% | -2.3% |
| 30D | -6.2% | -3.7% | -2.5% | -5.2% |
| 3M | +5.9% | -10.1% | +16.0% | +8.7% |
| 6M | +0.4% | +37.5% | -37.1% | -13.2% |
| YTD | +14.8% | +53.7% | -38.9% | -5.3% |
| 1Y | +30.1% | +70.9% | -40.8% | +1.9% |
| 3Y | +66.7% | +180.4% | -113.7% | +0.5% |
| 5Y | +166.1% | +393.5% | -227.3% | +23.2% |
| All | +294.2% | +699.2% | -405.0% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling