-7.8%
NVTS vs PR
+303.4%
-311.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 3M | -61.5% | +16.9% | -78.4% | -63.6% |
| 6M | +28.0% | +28.2% | -0.2% | +16.9% |
| YTD | +65.3% | +69.3% | -4.1% | +37.6% |
| 1Y | +113.0% | +69.5% | +43.5% | +75.3% |
| 3Y | +34.7% | +81.7% | -47.0% | +5.9% |
| All | -7.8% | +303.4% | -311.2% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling