-99.1%
NVD vs PNR
-14.5%
-84.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | 0.0% |
| 7D | +10.8% | -6.0% | +16.9% | +5.7% |
| 30D | +0.8% | -14.0% | +14.7% | -10.5% |
| 3M | -20.8% | -21.7% | +0.9% | -34.3% |
| 6M | -41.2% | -37.3% | -3.9% | -59.1% |
| YTD | -44.2% | -45.1% | +0.9% | -65.3% |
| 1Y | -54.2% | -49.1% | -5.0% | -73.4% |
| 3Y | -99.1% | -14.8% | -84.3% | -99.1% |
| All | -99.1% | -14.5% | -84.7% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling