-98.6%
NVD vs PR
+83.4%
-182.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +9.9% | +11.3% |
| 7D | +43.9% | -9.5% | +53.4% | +38.0% |
| 30D | +74.0% | -5.7% | +79.7% | +70.6% |
| 3M | +48.3% | +3.0% | +45.4% | +52.4% |
| 6M | +30.3% | +11.8% | +18.5% | +39.9% |
| YTD | -12.9% | +58.5% | -71.3% | +18.6% |
| 1Y | -4.0% | +69.9% | -73.9% | +37.2% |
| 3Y | -98.5% | +84.9% | -183.4% | -97.4% |
| All | -98.6% | +83.4% | -182.0% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling