+72.9%
PBR vs NVMI
-11.6%
+84.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.4% | -4.5% | -7.0% |
| 7D | -11.0% | -11.8% | +0.8% | -11.3% |
| 30D | -18.8% | -24.8% | +6.1% | -19.2% |
| 3M | +7.8% | -28.6% | +36.4% | +7.4% |
| 6M | -7.6% | -40.0% | +32.4% | -7.7% |
| YTD | +72.7% | -10.1% | +82.7% | +73.5% |
| 1Y | +72.9% | -9.8% | +82.7% | +74.0% |
| All | +72.9% | -11.6% | +84.5% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling