+226.9%
NXT vs PR
+136.9%
+90.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.8% | -5.7% |
| 7D | +24.7% | -16.5% | +41.3% | +28.9% |
| 30D | +13.0% | -4.5% | +17.6% | +13.1% |
| 3M | -0.2% | +8.5% | -8.8% | -3.5% |
| 6M | -19.3% | -3.3% | -15.9% | -20.0% |
| YTD | +14.3% | +55.7% | -41.4% | -2.2% |
| 1Y | -11.0% | +82.0% | -93.0% | -27.6% |
| 3Y | +167.8% | +62.5% | +105.3% | +119.9% |
| All | +226.9% | +136.9% | +90.0% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling