-67.9%
PINS vs NVTS
-14.2%
-53.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -5.2% | +9.7% | -14.9% | -6.1% |
| 30D | -14.9% | -13.6% | -1.3% | -13.9% |
| 3M | -8.4% | -51.0% | +42.6% | -3.0% |
| 6M | +0.6% | +46.3% | -45.7% | -8.5% |
| YTD | -22.2% | +68.1% | -90.3% | -31.4% |
| 1Y | -46.9% | +113.9% | -160.8% | -55.5% |
| 3Y | -26.9% | +45.3% | -72.2% | -38.9% |
| All | -67.9% | -14.2% | -53.7% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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