+253.8%
PM vs NVT
+731.8%
-477.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -4.0% | 0.0% |
| 7D | +4.7% | +4.1% | +0.6% | +4.0% |
| 30D | +2.6% | -5.1% | +7.7% | +3.2% |
| 3M | +6.6% | -1.2% | +7.7% | +5.8% |
| 6M | +16.5% | +46.6% | -30.1% | +6.6% |
| YTD | +21.2% | +60.0% | -38.8% | +8.7% |
| 1Y | +17.9% | +70.8% | -52.9% | +3.6% |
| 3Y | +129.8% | +187.5% | -57.7% | +69.0% |
| 5Y | +133.0% | +426.1% | -293.1% | +38.1% |
| All | +253.8% | +731.8% | -477.9% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling