+124.6%
PM vs NVD
-99.2%
+223.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -0.2% | -9.3% | +9.1% | 0.0% |
| 3M | +4.9% | -22.1% | +27.0% | +5.4% |
| 6M | +9.0% | -45.8% | +54.8% | +10.3% |
| YTD | +17.8% | -46.7% | +64.5% | +19.0% |
| 1Y | +16.8% | -59.5% | +76.3% | +18.5% |
| 3Y | +125.4% | -99.2% | +224.6% | +126.3% |
| All | +124.6% | -99.2% | +223.7% | +125.4% |
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