+128.7%
PM vs NVT
+420.2%
-291.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | -1.2% | +7.0% | -8.2% | -1.3% |
| 30D | -0.2% | -2.3% | +2.2% | -0.2% |
| 3M | +4.9% | -3.1% | +8.0% | +4.8% |
| 6M | +9.0% | +47.0% | -38.0% | +6.5% |
| YTD | +17.8% | +56.2% | -38.4% | +14.6% |
| 1Y | +16.8% | +74.5% | -57.7% | +12.6% |
| 3Y | +125.4% | +184.0% | -58.6% | +97.0% |
| 5Y | +128.7% | +410.8% | -282.1% | +67.9% |
| All | +128.7% | +420.2% | -291.5% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling