+128.4%
PM vs NXT
+246.1%
-117.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -1.9% |
| 7D | -5.2% | +32.2% | -37.5% | -5.5% |
| 30D | +2.7% | +21.9% | -19.2% | +2.4% |
| 3M | +6.1% | +6.6% | -0.4% | +6.1% |
| 6M | +18.0% | -16.8% | +34.8% | +18.3% |
| YTD | +26.6% | +20.4% | +6.1% | +25.2% |
| 1Y | +36.7% | -1.5% | +38.2% | +35.9% |
| 3Y | +146.0% | +182.4% | -36.4% | +129.8% |
| All | +128.4% | +246.1% | -117.7% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling