+67.6%
PCAR vs NVTS
+41.3%
+26.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.2% | 0.0% |
| 7D | -0.5% | +2.7% | -3.2% | -0.6% |
| 30D | -6.2% | -4.5% | -1.8% | -6.2% |
| 3M | +5.9% | -61.5% | +67.4% | +8.4% |
| 6M | +0.4% | +28.0% | -27.6% | -1.1% |
| YTD | +14.8% | +65.3% | -50.4% | +12.0% |
| 1Y | +30.1% | +113.0% | -82.9% | +25.6% |
| All | +67.6% | +41.3% | +26.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling