-7.1%
NXT vs PR
+67.7%
-74.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.8% | -4.7% |
| 7D | +4.0% | -9.5% | +13.5% | +2.1% |
| 30D | +15.9% | -5.7% | +21.6% | +13.6% |
| 3M | -3.0% | +3.0% | -6.0% | -4.2% |
| 6M | -20.7% | +11.8% | -32.5% | -20.8% |
| YTD | +14.6% | +58.5% | -43.9% | +3.1% |
| 1Y | -7.1% | +69.9% | -77.0% | -28.0% |
| All | -7.1% | +67.7% | -74.8% | -28.0% |
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