+773.5%
PM vs NVMI
+20,850.6%
-20,077.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -1.3% | +11.7% | -13.0% | -1.8% |
| 30D | -2.6% | -4.0% | +1.5% | -2.4% |
| 3M | +5.8% | -25.8% | +31.6% | +6.9% |
| 6M | +10.6% | -8.3% | +18.9% | +10.2% |
| YTD | +17.2% | +14.8% | +2.3% | +15.2% |
| 1Y | +17.6% | +37.9% | -20.2% | +14.3% |
| 3Y | +124.3% | +216.3% | -92.0% | +103.7% |
| 5Y | +125.1% | +277.2% | -152.1% | +100.0% |
| 10Y | +198.6% | +3,074.3% | -2,875.7% | +134.8% |
| All | +773.5% | +20,850.6% | -20,077.0% | +517.8% |
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