+1,072.1%
PNC vs NVMI
+1,965.6%
-893.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -4.4% | -8.4% | +4.0% | -3.6% |
| 3M | +5.2% | -33.6% | +38.8% | +8.9% |
| 6M | +20.6% | -14.7% | +35.3% | +21.3% |
| YTD | +19.8% | +13.2% | +6.5% | +16.8% |
| 1Y | +24.4% | +29.0% | -4.6% | +19.4% |
| 3Y | +131.2% | +215.0% | -83.7% | +99.0% |
| 5Y | +53.1% | +268.6% | -215.5% | +28.4% |
| 10Y | +276.8% | +3,124.7% | -2,848.0% | +161.1% |
| All | +1,072.1% | +1,965.6% | -893.5% | +509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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