+135.3%
PM vs NVMI
+261.9%
-126.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | +2.6% | -8.4% | +11.0% | +2.5% |
| 3M | +6.6% | -33.6% | +40.1% | +6.2% |
| 6M | +16.5% | -14.7% | +31.2% | +16.1% |
| YTD | +21.2% | +13.2% | +8.0% | +20.6% |
| 1Y | +17.9% | +29.0% | -11.1% | +17.3% |
| 3Y | +129.8% | +215.0% | -85.2% | +116.1% |
| All | +135.3% | +261.9% | -126.6% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling