+108.9%
PM vs NXT
+178.8%
-69.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +5.2% | -43.8% | +49.0% | +6.5% |
| 6M | +3.7% | -18.7% | +22.4% | +3.6% |
| YTD | +15.8% | -3.0% | +18.8% | +14.8% |
| 1Y | +17.4% | +22.7% | -5.4% | +15.3% |
| 3Y | +116.9% | +95.9% | +21.0% | +104.7% |
| All | +108.9% | +178.8% | -69.8% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling