-99.1%
NVD vs PR
+73.2%
-172.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -2.2% |
| 7D | -11.1% | +2.9% | -14.0% | -9.8% |
| 30D | -13.3% | +18.0% | -31.3% | -5.4% |
| 3M | -19.8% | +16.9% | -36.7% | -12.9% |
| 6M | -48.8% | +28.2% | -77.0% | -41.1% |
| YTD | -49.7% | +69.3% | -119.0% | -29.6% |
| 1Y | -61.4% | +69.5% | -130.9% | -46.0% |
| All | -99.1% | +73.2% | -172.3% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling