+119.5%
NVT vs PR
+64.2%
+55.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.0% | +7.3% |
| 7D | -15.7% | -16.4% | +0.7% | -10.2% |
| 30D | -36.6% | -1.9% | -34.7% | -36.0% |
| 3M | -34.8% | +8.0% | -42.8% | -36.8% |
| 6M | -38.2% | +4.1% | -42.3% | -39.6% |
| YTD | +4.8% | +58.7% | -53.9% | -15.2% |
| 1Y | -2.8% | +75.8% | -78.6% | -25.4% |
| 3Y | +119.5% | +73.2% | +46.4% | +72.1% |
| All | +119.5% | +64.2% | +55.3% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling