-98.5%
NVD vs PR
+94.6%
-193.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +4.5% |
| 7D | +28.6% | +6.0% | +22.6% | +32.4% |
| 30D | +73.6% | -4.2% | +77.8% | +71.6% |
| 3M | +70.1% | +10.0% | +60.1% | +80.6% |
| 6M | +53.6% | +15.6% | +38.0% | +67.3% |
| YTD | -7.0% | +68.2% | -75.2% | +30.4% |
| 1Y | -9.0% | +79.2% | -88.2% | +33.5% |
| 3Y | -98.3% | +94.9% | -193.3% | -97.1% |
| All | -98.5% | +94.6% | -193.2% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling