+137.6%
PM vs NVTS
-14.2%
+151.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -1.3% | +9.7% | -11.0% | -1.3% |
| 30D | -2.6% | -13.6% | +11.1% | -2.6% |
| 3M | +5.8% | -51.0% | +56.8% | +5.8% |
| 6M | +10.6% | +46.3% | -35.8% | +10.5% |
| YTD | +17.2% | +68.1% | -50.9% | +17.2% |
| 1Y | +17.6% | +113.9% | -96.3% | +17.4% |
| 3Y | +124.3% | +45.3% | +79.0% | +124.4% |
| All | +137.6% | -14.2% | +151.8% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling