+430.9%
NVT vs PR
+409.5%
+21.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | +10.4% | -0.6% | +11.0% | +10.5% |
| 30D | -1.3% | +17.4% | -18.7% | -5.1% |
| 3M | -0.6% | +21.8% | -22.4% | -5.7% |
| 6M | +53.8% | +27.6% | +26.2% | +43.4% |
| YTD | +60.2% | +71.4% | -11.3% | +38.3% |
| 1Y | +76.8% | +78.3% | -1.6% | +50.3% |
| 3Y | +191.2% | +85.5% | +105.8% | +142.1% |
| 5Y | +430.9% | +422.7% | +8.3% | +228.4% |
| All | +430.9% | +409.5% | +21.5% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling