+501.5%
NVT vs PR
+40.7%
+460.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | +8.0% | +6.0% | +2.0% | +7.0% |
| 30D | -24.8% | -4.2% | -20.6% | -24.2% |
| 3M | -32.4% | +10.0% | -42.4% | -33.4% |
| 6M | -33.5% | +15.6% | -49.1% | -35.1% |
| YTD | +13.2% | +68.2% | -55.0% | +3.8% |
| 1Y | +9.0% | +79.2% | -70.2% | -1.2% |
| 3Y | +129.4% | +94.9% | +34.5% | +104.6% |
| 5Y | +230.1% | +272.8% | -42.7% | +160.2% |
| All | +501.5% | +40.7% | +460.8% | +342.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling