+17.4%
PM vs NVT
+73.8%
-56.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -1.6% |
| 7D | -4.9% | +5.1% | -10.0% | -4.3% |
| 30D | -3.4% | -3.7% | +0.3% | -3.7% |
| 3M | +5.2% | -10.1% | +15.3% | +5.0% |
| 6M | +3.7% | +37.5% | -33.7% | +5.8% |
| YTD | +15.8% | +53.7% | -38.0% | +20.3% |
| 1Y | +17.4% | +70.9% | -53.5% | +26.3% |
| All | +17.4% | +73.8% | -56.4% | +26.3% |
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