+9.5%
PCAR vs NVTS
+14.0%
-4.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +3.1% |
| 7D | +2.9% | +20.8% | -17.9% | +1.8% |
| 30D | -2.1% | -11.1% | +9.0% | -1.8% |
| 3M | -20.4% | -31.0% | +10.7% | -19.2% |
| 6M | -7.0% | -47.4% | +40.4% | -5.0% |
| YTD | -2.6% | +34.2% | -36.8% | -7.5% |
| All | +9.5% | +14.0% | -4.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling