+1,663.6%
PBR vs NVMI
+2,378.7%
-715.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | +5.4% | -0.1% | +5.4% | +5.4% |
| 30D | +22.9% | -8.4% | +31.3% | +23.8% |
| 3M | +19.6% | -33.6% | +53.2% | +23.9% |
| 6M | +16.5% | -14.7% | +31.2% | +16.8% |
| YTD | +86.7% | +13.2% | +73.4% | +81.3% |
| 1Y | +74.7% | +29.0% | +45.7% | +66.7% |
| 3Y | +102.6% | +215.0% | -112.4% | +71.3% |
| 5Y | +566.6% | +268.6% | +298.0% | +445.4% |
| 10Y | +686.1% | +3,124.7% | -2,438.7% | +427.7% |
| All | +1,663.6% | +2,378.7% | -715.1% | +922.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling