+717.0%
NVT vs PR
+41.7%
+675.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.8% |
| 7D | +5.1% | +2.9% | +2.2% | +4.6% |
| 30D | -3.7% | +18.0% | -21.7% | -6.2% |
| 3M | -10.1% | +16.9% | -27.0% | -12.5% |
| 6M | +37.5% | +28.2% | +9.2% | +31.6% |
| YTD | +53.7% | +69.3% | -15.6% | +40.8% |
| 1Y | +70.9% | +69.5% | +1.4% | +56.0% |
| 3Y | +180.4% | +81.7% | +98.7% | +151.8% |
| 5Y | +393.5% | +422.2% | -28.8% | +271.6% |
| All | +717.0% | +41.7% | +675.3% | +500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling