-10.8%
NVTS vs PR
+87.5%
-98.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.5% | +15.5% | +9.0% |
| 7D | -0.3% | -12.1% | +11.8% | +0.1% |
| 30D | -24.4% | +0.9% | -25.3% | -24.7% |
| 3M | -26.5% | +10.1% | -36.6% | -27.4% |
| 6M | -41.4% | +1.1% | -42.5% | -41.2% |
| YTD | +30.7% | +63.7% | -33.0% | +35.3% |
| 1Y | -10.8% | +87.0% | -97.8% | +4.0% |
| All | -10.8% | +87.5% | -98.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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