-61.4%
NVD vs PNR
-43.1%
-18.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.2% |
| 7D | -11.1% | -2.4% | -8.7% | -12.1% |
| 30D | -13.3% | -12.8% | -0.5% | -18.7% |
| 3M | -19.8% | -17.0% | -2.8% | -25.5% |
| 6M | -48.8% | -37.4% | -11.4% | -58.9% |
| YTD | -49.7% | -41.6% | -8.0% | -60.8% |
| 1Y | -61.4% | -44.6% | -16.7% | -71.1% |
| All | -61.4% | -43.1% | -18.3% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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