+784.1%
PG vs NVMI
+1,965.6%
-1,181.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.8% | -8.4% | +9.2% | +1.0% |
| 3M | -1.3% | -33.6% | +32.2% | -0.7% |
| 6M | -3.8% | -14.7% | +10.9% | -3.8% |
| YTD | +3.6% | +13.2% | -9.6% | +3.0% |
| 1Y | -5.7% | +29.0% | -34.7% | -6.6% |
| 3Y | +1.6% | +215.0% | -213.4% | -2.1% |
| 5Y | +14.6% | +268.6% | -254.0% | +9.7% |
| 10Y | +121.2% | +3,124.7% | -3,003.5% | +102.4% |
| All | +784.1% | +1,965.6% | -1,181.5% | +655.1% |
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