+102.6%
PBR vs NVT
+190.9%
-88.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.5% | -1.3% |
| 7D | +5.4% | +4.1% | +1.3% | +5.0% |
| 30D | +22.9% | -5.1% | +28.0% | +23.4% |
| 3M | +19.6% | -1.2% | +20.8% | +19.3% |
| 6M | +16.5% | +46.6% | -30.1% | +10.2% |
| YTD | +86.7% | +60.0% | +26.7% | +74.3% |
| 1Y | +74.7% | +70.8% | +3.9% | +60.9% |
| 3Y | +102.6% | +187.5% | -85.0% | +74.9% |
| All | +102.6% | +190.9% | -88.3% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling