+70.9%
NVT vs PR
+76.5%
-5.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +5.1% | +2.9% | +2.2% | +5.1% |
| 30D | -3.7% | +18.0% | -21.7% | -3.6% |
| 3M | -10.1% | +16.9% | -27.0% | -9.8% |
| 6M | +37.5% | +28.2% | +9.2% | +36.7% |
| YTD | +53.7% | +69.3% | -15.6% | +52.6% |
| 1Y | +70.9% | +69.5% | +1.4% | +68.8% |
| All | +70.9% | +76.5% | -5.7% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling