+244.4%
NXT vs PR
+141.5%
+102.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.4% | +5.0% |
| 7D | +32.2% | -16.4% | +48.6% | +36.7% |
| 30D | +21.9% | -1.9% | +23.8% | +21.4% |
| 3M | +6.6% | +8.0% | -1.4% | +3.3% |
| 6M | -16.8% | +4.1% | -20.9% | -19.0% |
| YTD | +20.4% | +58.7% | -38.3% | +2.7% |
| 1Y | -1.5% | +75.8% | -77.4% | -18.8% |
| 3Y | +182.4% | +73.2% | +109.2% | +129.3% |
| All | +244.4% | +141.5% | +102.9% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling