+64.5%
NVT vs PR
+78.8%
-14.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.1% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -7.2% | +10.4% | -17.6% | -7.0% |
| 3M | -0.9% | +21.1% | -22.0% | -0.3% |
| 6M | +42.6% | +28.8% | +13.8% | +42.4% |
| YTD | +52.9% | +71.8% | -18.9% | +53.5% |
| 1Y | +64.5% | +73.3% | -8.8% | +63.5% |
| All | +64.5% | +78.8% | -14.4% | +63.5% |
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