+19.0%
PM vs NVTS
+87.1%
-68.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.1% |
| 7D | +1.9% | +0.5% | +1.5% | +2.0% |
| 30D | +1.9% | -18.0% | +19.9% | +1.5% |
| 3M | +4.6% | -45.6% | +50.2% | +4.0% |
| 6M | +11.7% | +28.5% | -16.8% | +12.9% |
| YTD | +20.4% | +56.2% | -35.8% | +23.2% |
| 1Y | +19.0% | +97.7% | -78.7% | +22.6% |
| All | +19.0% | +87.1% | -68.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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