+428.7%
PBR vs NVT
+712.1%
-283.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.5% |
| 7D | +0.3% | +7.0% | -6.7% | -2.5% |
| 30D | +17.5% | -2.3% | +19.9% | +18.0% |
| 3M | +20.9% | -3.1% | +24.0% | +19.9% |
| 6M | +20.2% | +47.0% | -26.8% | -3.4% |
| YTD | +84.3% | +56.2% | +28.1% | +42.6% |
| 1Y | +77.1% | +74.5% | +2.6% | +27.8% |
| 3Y | +100.8% | +184.0% | -83.2% | -0.1% |
| 5Y | +556.1% | +410.8% | +145.4% | +103.8% |
| All | +428.7% | +712.1% | -283.4% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling