+230.2%
NXT vs PR
+147.8%
+82.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.2% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | +18.5% | -4.6% | +23.2% | +18.9% |
| 3M | -4.1% | +4.7% | -8.8% | -6.2% |
| 6M | -20.3% | +12.4% | -32.8% | -23.9% |
| YTD | +15.5% | +62.9% | -47.4% | -2.1% |
| 1Y | -5.0% | +70.6% | -75.5% | -20.7% |
| 3Y | +191.6% | +90.0% | +101.6% | +132.8% |
| All | +230.2% | +147.8% | +82.4% | +147.7% |
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 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