+122.5%
PM vs NXT
+95.6%
+27.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | -4.9% | -1.1% | -3.8% | -4.9% |
| 30D | -3.4% | -15.3% | +12.0% | -3.2% |
| 3M | +5.2% | -43.8% | +49.0% | +6.3% |
| 6M | +3.7% | -18.7% | +22.4% | +3.6% |
| YTD | +15.8% | -3.0% | +18.8% | +14.9% |
| 1Y | +17.4% | +22.7% | -5.4% | +15.5% |
| All | +122.5% | +95.6% | +27.0% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling