-29.4%
NVD vs PR
+80.1%
-109.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.7% |
| 7D | +16.8% | -16.4% | +33.2% | +20.7% |
| 30D | +54.3% | -1.9% | +56.2% | +52.6% |
| 3M | +24.3% | +8.0% | +16.3% | +18.7% |
| 6M | +0.6% | +4.1% | -3.5% | -3.2% |
| YTD | -27.7% | +58.7% | -86.4% | -34.1% |
| 1Y | -29.4% | +75.8% | -105.2% | -36.5% |
| All | -29.4% | +80.1% | -109.5% | -36.5% |
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