+168.0%
NXT vs PR
+61.1%
+106.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.8% | -5.6% |
| 7D | +24.7% | -16.5% | +41.3% | +29.2% |
| 30D | +13.0% | -4.5% | +17.6% | +13.0% |
| 3M | -0.2% | +8.5% | -8.8% | -4.1% |
| 6M | -19.3% | -3.3% | -15.9% | -20.0% |
| YTD | +14.3% | +55.7% | -41.4% | -5.5% |
| 1Y | -11.0% | +82.0% | -93.0% | -30.9% |
| All | +168.0% | +61.1% | +106.9% | +106.8% |
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 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