+37.5%
NVTS vs PR
+73.2%
-35.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.8% |
| 7D | +2.7% | +2.9% | -0.2% | +1.7% |
| 30D | -4.5% | +18.0% | -22.5% | -9.5% |
| 3M | -61.5% | +16.9% | -78.4% | -63.5% |
| 6M | +28.0% | +28.2% | -0.2% | +17.0% |
| YTD | +65.3% | +69.3% | -4.1% | +37.7% |
| 1Y | +113.0% | +69.5% | +43.5% | +76.2% |
| All | +37.5% | +73.2% | -35.6% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling