+102.6%
PBR vs NVMI
+207.9%
-105.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +22.9% | -8.4% | +31.3% | +23.3% |
| 3M | +19.6% | -33.6% | +53.2% | +21.9% |
| 6M | +16.5% | -14.7% | +31.2% | +16.3% |
| YTD | +86.7% | +13.2% | +73.4% | +82.5% |
| 1Y | +74.7% | +29.0% | +45.7% | +68.8% |
| 3Y | +102.6% | +215.0% | -112.4% | +78.5% |
| All | +102.6% | +207.9% | -105.3% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling