+848.9%
PM vs NVMI
+17,558.9%
-16,710.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.3% |
| 7D | +0.5% | +1.5% | -0.9% | +0.5% |
| 30D | -3.2% | -4.1% | +0.9% | -3.1% |
| 3M | +6.2% | -22.8% | +29.0% | +7.2% |
| 6M | +7.7% | -36.9% | +44.6% | +9.2% |
| YTD | +27.3% | -3.2% | +30.5% | +25.9% |
| 1Y | +32.8% | +7.1% | +25.7% | +30.5% |
| 3Y | +150.0% | +181.5% | -31.5% | +127.7% |
| 5Y | +164.2% | +141.2% | +23.0% | +140.5% |
| 10Y | +265.7% | +2,463.4% | -2,197.7% | +189.7% |
| All | +848.9% | +17,558.9% | -16,710.0% | +575.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling