+118.0%
PBR vs NVD
-99.2%
+217.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | +0.3% | +0.5% | -0.2% | +0.4% |
| 30D | +17.5% | -9.3% | +26.8% | +17.2% |
| 3M | +20.9% | -22.1% | +43.0% | +20.0% |
| 6M | +20.2% | -45.8% | +66.1% | +17.6% |
| YTD | +84.3% | -46.7% | +131.0% | +80.6% |
| 1Y | +77.1% | -59.5% | +136.6% | +71.9% |
| 3Y | +100.8% | -99.2% | +200.0% | +84.7% |
| All | +118.0% | -99.2% | +217.2% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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