+159.5%
PM vs NVTS
-38.4%
+197.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.3% | -13.7% | -2.4% |
| 7D | -7.3% | +20.8% | -28.1% | -7.2% |
| 30D | -4.0% | -11.1% | +7.1% | -4.0% |
| 3M | +2.7% | -31.0% | +33.8% | +2.7% |
| 6M | +14.9% | -47.4% | +62.2% | +14.7% |
| YTD | +23.5% | +34.2% | -10.6% | +23.5% |
| 1Y | +30.4% | +22.2% | +8.2% | +30.3% |
| 3Y | +143.2% | +68.4% | +74.9% | +142.0% |
| 5Y | +159.5% | -39.0% | +198.5% | +150.4% |
| All | +159.5% | -38.4% | +197.8% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling