+70.9%
NVT vs PNR
-43.1%
+113.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +5.1% | -2.4% | +7.5% | +5.5% |
| 30D | -3.7% | -12.8% | +9.1% | -1.3% |
| 3M | -10.1% | -17.0% | +6.8% | -6.8% |
| 6M | +37.5% | -37.4% | +74.9% | +54.8% |
| YTD | +53.7% | -41.6% | +95.3% | +75.0% |
| 1Y | +70.9% | -44.6% | +115.5% | +101.6% |
| All | +70.9% | -43.1% | +113.9% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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