+116.4%
PCAR vs NVTS
-38.4%
+154.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +3.2% |
| 7D | +2.9% | +20.8% | -17.9% | +2.1% |
| 30D | -2.1% | -11.1% | +9.0% | -1.9% |
| 3M | -20.4% | -31.0% | +10.7% | -19.5% |
| 6M | -7.0% | -47.4% | +40.4% | -5.7% |
| YTD | -2.6% | +34.2% | -36.8% | -5.7% |
| 1Y | +9.8% | +22.2% | -12.4% | +6.5% |
| 3Y | +37.3% | +68.4% | -31.1% | +25.9% |
| 5Y | +116.4% | -39.0% | +155.5% | +97.0% |
| All | +116.4% | -38.4% | +154.8% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling