+113.0%
NVTS vs PNR
-43.1%
+156.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.7% | -2.4% | +5.1% | +3.7% |
| 30D | -4.5% | -12.8% | +8.3% | +1.1% |
| 3M | -61.5% | -17.0% | -44.5% | -58.9% |
| 6M | +28.0% | -37.4% | +65.4% | +70.5% |
| YTD | +65.3% | -41.6% | +106.9% | +122.0% |
| 1Y | +113.0% | -44.6% | +157.6% | +213.6% |
| All | +113.0% | -43.1% | +156.1% | +213.6% |
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