+127.0%
PM vs NXT
+208.8%
-81.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.3% |
| 7D | -2.4% | -6.0% | +3.6% | -2.3% |
| 30D | -1.3% | +5.4% | -6.8% | -1.4% |
| 3M | +6.5% | -9.7% | +16.2% | +6.8% |
| 6M | +7.0% | -25.3% | +32.3% | +7.4% |
| YTD | +25.8% | +7.5% | +18.3% | +24.6% |
| 1Y | +30.9% | -3.0% | +33.9% | +30.0% |
| 3Y | +148.0% | +171.4% | -23.4% | +130.8% |
| All | +127.0% | +208.8% | -81.8% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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