-9.1%
NVTS vs PBR
+536.5%
-545.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | -1.4% | +5.4% | -6.8% | -2.7% |
| 30D | -16.5% | +22.9% | -39.4% | -20.7% |
| 3M | -47.6% | +19.6% | -67.3% | -50.1% |
| 6M | +7.3% | +16.5% | -9.2% | +2.4% |
| YTD | +62.9% | +86.7% | -23.8% | +38.8% |
| 1Y | +91.3% | +74.7% | +16.6% | +64.9% |
| 3Y | +43.4% | +102.6% | -59.2% | +18.1% |
| All | -9.1% | +536.5% | -545.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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