+43.4%
NVTS vs PNR
-14.5%
+57.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | -1.4% | -6.0% | +4.6% | +3.5% |
| 30D | -16.5% | -14.0% | -2.5% | -6.3% |
| 3M | -47.6% | -21.7% | -25.9% | -39.0% |
| 6M | +7.3% | -37.3% | +44.6% | +57.2% |
| YTD | +62.9% | -45.1% | +108.0% | +165.2% |
| 1Y | +91.3% | -49.1% | +140.4% | +237.6% |
| 3Y | +43.4% | -14.8% | +58.2% | +49.4% |
| All | +43.4% | -14.5% | +57.9% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling