-61.4%
NVD vs PR
+76.5%
-137.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -11.1% | +2.9% | -14.0% | -11.5% |
| 30D | -13.3% | +18.0% | -31.3% | -16.1% |
| 3M | -19.8% | +16.9% | -36.7% | -22.9% |
| 6M | -48.8% | +28.2% | -77.0% | -49.5% |
| YTD | -49.7% | +69.3% | -119.0% | -50.0% |
| 1Y | -61.4% | +69.5% | -130.9% | -61.1% |
| All | -61.4% | +76.5% | -137.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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