-38.6%
NVTS vs PR
+271.0%
-309.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.9% | -10.9% | -14.3% |
| 7D | -14.6% | -16.5% | +2.0% | -9.8% |
| 30D | -34.3% | -4.5% | -29.8% | -33.7% |
| 3M | -36.4% | +8.5% | -44.9% | -38.6% |
| 6M | -55.2% | -3.3% | -51.9% | -55.4% |
| YTD | +10.1% | +55.7% | -45.6% | -6.5% |
| 1Y | -20.3% | +82.0% | -102.3% | -36.1% |
| 3Y | +27.4% | +62.5% | -35.1% | +3.5% |
| 5Y | -47.6% | +223.9% | -271.6% | -68.0% |
| All | -38.6% | +271.0% | -309.5% | -61.8% |
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