-10.8%
NVTS vs PNR
-31.2%
+20.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.3% | +5.7% | +7.8% |
| 7D | -0.3% | +11.9% | -12.2% | -4.4% |
| 30D | -24.4% | +37.1% | -61.5% | -32.9% |
| 3M | -26.5% | +5.7% | -32.2% | -28.5% |
| 6M | -41.4% | -5.7% | -35.7% | -40.2% |
| YTD | +30.7% | -29.8% | +60.5% | +53.7% |
| 1Y | -10.8% | -31.8% | +21.0% | +8.0% |
| All | -10.8% | -31.2% | +20.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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