-30.1%
NVTS vs PR
+300.7%
-330.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -6.8% |
| 7D | +3.9% | +6.0% | -2.0% | +2.0% |
| 30D | -4.3% | -4.2% | -0.1% | -3.4% |
| 3M | -34.5% | +10.0% | -44.4% | -36.9% |
| 6M | -57.7% | +15.6% | -73.3% | -60.3% |
| YTD | +25.4% | +68.2% | -42.8% | +3.9% |
| 1Y | +13.1% | +79.2% | -66.1% | -8.2% |
| 3Y | +48.9% | +94.9% | -46.0% | +14.2% |
| 5Y | -51.8% | +272.8% | -324.6% | -70.9% |
| All | -30.1% | +300.7% | -330.8% | -57.5% |
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