+46.9%
PM vs NVT
+3.0%
+43.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -12.7% | +14.3% | +0.1% |
| 7D | +4.3% | -19.5% | +23.7% | +1.8% |
| 30D | +11.5% | -32.4% | +43.9% | +6.7% |
| 3M | +13.0% | -30.3% | +43.4% | +8.8% |
| 6M | +25.9% | -30.4% | +56.4% | +21.5% |
| YTD | +34.0% | +11.3% | +22.7% | +31.5% |
| 1Y | +46.9% | +3.6% | +43.3% | +43.7% |
| All | +46.9% | +3.0% | +43.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling