-9.4%
NVTS vs PNR
-15.5%
+6.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -1.6% |
| 7D | +3.5% | -3.9% | +7.4% | +7.2% |
| 30D | -11.9% | -13.8% | +1.9% | +0.4% |
| 3M | -49.2% | -22.5% | -26.7% | -38.6% |
| 6M | +38.4% | -37.2% | +75.6% | +109.3% |
| YTD | +62.5% | -44.2% | +106.7% | +171.2% |
| 1Y | +101.4% | -46.6% | +148.0% | +253.0% |
| 3Y | +40.4% | -12.5% | +52.9% | +44.1% |
| All | -9.4% | -15.5% | +6.1% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling