+182.4%
NXT vs PR
+64.2%
+118.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +4.9% |
| 7D | +32.2% | -16.4% | +48.6% | +37.0% |
| 30D | +21.9% | -1.9% | +23.8% | +21.1% |
| 3M | +6.6% | +8.0% | -1.4% | +2.8% |
| 6M | -16.8% | +4.1% | -20.9% | -19.3% |
| YTD | +20.4% | +58.7% | -38.3% | -0.8% |
| 1Y | -1.5% | +75.8% | -77.4% | -22.2% |
| 3Y | +182.4% | +73.2% | +109.2% | +116.9% |
| All | +182.4% | +64.2% | +118.1% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling