+176.5%
NXT vs PR
+95.8%
+80.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | -9.4% | +6.0% | -15.4% | -10.6% |
| 30D | +15.1% | -4.2% | +19.3% | +15.3% |
| 3M | -9.1% | +10.0% | -19.1% | -12.4% |
| 6M | -30.3% | +15.6% | -45.9% | -34.2% |
| YTD | +9.1% | +68.2% | -59.1% | -11.0% |
| 1Y | +7.9% | +79.2% | -71.3% | -14.3% |
| 3Y | +176.5% | +94.9% | +81.6% | +101.4% |
| All | +176.5% | +95.8% | +80.7% | +101.4% |
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