-48.4%
NVTS vs PR
+3.7%
-52.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +9.6% |
| 7D | +1.5% | -16.4% | +17.9% | -0.2% |
| 30D | -23.8% | -1.9% | -21.9% | -24.1% |
| 3M | -30.6% | +8.0% | -38.5% | -30.5% |
| 6M | -48.4% | +4.1% | -52.5% | -43.4% |
| All | -48.4% | +3.7% | -52.0% | -43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling