-2.4%
NXT vs PR
+66.2%
-68.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | -0.2% |
| 7D | +15.1% | -12.4% | +27.5% | +12.5% |
| 30D | +21.8% | -6.6% | +28.4% | +19.1% |
| 3M | +1.6% | +7.5% | -5.9% | +0.6% |
| 6M | -16.7% | +10.8% | -27.5% | -16.9% |
| YTD | +20.4% | +57.0% | -36.6% | +8.2% |
| All | -2.4% | +66.2% | -68.5% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling