+162.6%
PM vs NVMI
+140.3%
+22.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.1% |
| 7D | +0.5% | +1.5% | -0.9% | +0.6% |
| 30D | -3.2% | -4.1% | +0.9% | -3.3% |
| 3M | +6.2% | -22.8% | +29.0% | +5.8% |
| 6M | +7.7% | -36.9% | +44.6% | +7.0% |
| YTD | +27.3% | -3.2% | +30.5% | +26.3% |
| 1Y | +32.8% | +7.1% | +25.7% | +31.8% |
| 3Y | +150.0% | +181.5% | -31.5% | +132.4% |
| All | +162.6% | +140.3% | +22.2% | +140.5% |
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