+24.0%
PBR vs NVMI
-15.5%
+39.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.0% |
| 7D | +4.2% | +3.8% | +0.5% | +4.5% |
| 30D | +22.7% | -7.6% | +30.3% | +22.4% |
| 3M | +21.5% | -28.0% | +49.5% | +20.6% |
| 6M | +24.0% | -15.3% | +39.3% | +27.2% |
| All | +24.0% | -15.5% | +39.5% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling