-61.3%
NVD vs PR
+74.4%
-135.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.6% | +3.7% |
| 7D | -7.7% | -0.6% | -7.1% | -7.6% |
| 30D | -5.8% | +17.4% | -23.2% | -9.1% |
| 3M | -23.2% | +21.8% | -45.0% | -26.8% |
| 6M | -49.7% | +27.6% | -77.3% | -50.9% |
| YTD | -47.7% | +71.4% | -119.1% | -49.1% |
| 1Y | -61.3% | +78.3% | -139.7% | -61.3% |
| All | -61.3% | +74.4% | -135.7% | -61.3% |
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