-99.1%
NVD vs PNR
-12.1%
-87.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +5.8% | +3.4% |
| 7D | +9.0% | -5.5% | +14.5% | +4.5% |
| 30D | -5.5% | -15.6% | +10.1% | -17.4% |
| 3M | -24.6% | -20.2% | -4.4% | -36.3% |
| 6M | -42.1% | -36.6% | -5.5% | -59.3% |
| YTD | -44.3% | -45.0% | +0.6% | -65.2% |
| 1Y | -54.2% | -47.4% | -6.7% | -72.5% |
| 3Y | -99.1% | -13.7% | -85.4% | -99.1% |
| All | -99.1% | -12.1% | -87.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling