+435.5%
PBR vs NVT
+731.8%
-296.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.5% | -2.8% |
| 7D | +5.4% | +4.1% | +1.3% | +3.5% |
| 30D | +22.9% | -5.1% | +28.0% | +24.8% |
| 3M | +19.6% | -1.2% | +20.8% | +17.7% |
| 6M | +16.5% | +46.6% | -30.1% | -6.3% |
| YTD | +86.7% | +60.0% | +26.7% | +42.9% |
| 1Y | +74.7% | +70.8% | +3.9% | +27.5% |
| 3Y | +102.6% | +187.5% | -85.0% | +0.4% |
| 5Y | +566.6% | +426.1% | +140.4% | +103.9% |
| All | +435.5% | +731.8% | -296.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling