-26.7%
NVTS vs PR
+277.6%
-304.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +9.6% | -9.5% | +19.1% | +12.9% |
| 30D | -13.0% | -5.7% | -7.3% | -11.7% |
| 3M | -28.8% | +3.0% | -31.8% | -30.0% |
| 6M | -48.5% | +11.8% | -60.3% | -51.0% |
| YTD | +31.4% | +58.5% | -27.1% | +10.9% |
| 1Y | -2.3% | +69.9% | -72.2% | -19.4% |
| 3Y | +49.8% | +84.9% | -35.1% | +16.8% |
| 5Y | -43.2% | +246.4% | -289.6% | -65.2% |
| All | -26.7% | +277.6% | -304.3% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling