+139.5%
PM vs NVD
-98.7%
+238.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.8% | +6.9% | +1.2% |
| 7D | -7.1% | +27.3% | -34.4% | -7.8% |
| 30D | -2.8% | +59.9% | -62.7% | -4.3% |
| 3M | +6.3% | +39.4% | -33.1% | +5.0% |
| 6M | +9.6% | +27.6% | -18.0% | +8.5% |
| YTD | +25.6% | -17.9% | +43.5% | +25.1% |
| 1Y | +29.7% | -14.5% | +44.1% | +29.0% |
| 3Y | +147.6% | -98.6% | +246.1% | +145.3% |
| All | +139.5% | -98.7% | +238.2% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling