+750.3%
NVT vs PNR
+36.4%
+713.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +4.1% | -6.0% | +10.1% | +8.4% |
| 30D | -5.1% | -14.0% | +8.8% | +4.5% |
| 3M | -1.2% | -21.7% | +20.5% | +13.5% |
| 6M | +46.6% | -37.3% | +83.9% | +95.9% |
| YTD | +60.0% | -45.1% | +105.1% | +132.4% |
| 1Y | +70.8% | -49.1% | +119.9% | +161.9% |
| 3Y | +187.5% | -14.8% | +202.4% | +199.2% |
| 5Y | +426.1% | -21.0% | +447.2% | +467.4% |
| All | +750.3% | +36.4% | +713.9% | +401.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling