-98.4%
NVD vs PR
+93.4%
-191.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +10.1% |
| 7D | +17.0% | +6.7% | +10.3% | +21.3% |
| 30D | +77.3% | -6.1% | +83.4% | +73.2% |
| 3M | +61.6% | +6.9% | +54.8% | +69.9% |
| 6M | +40.7% | +14.6% | +26.1% | +53.7% |
| YTD | -10.5% | +66.1% | -76.6% | +29.2% |
| 1Y | -6.1% | +77.0% | -83.1% | +42.5% |
| All | -98.4% | +93.4% | -191.8% | -97.0% |
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