-44.6%
PNR vs NVMI
+53.9%
-98.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.3% |
| 7D | -2.4% | +6.6% | -9.0% | -3.1% |
| 30D | -12.8% | -7.5% | -5.2% | -12.0% |
| 3M | -17.0% | -28.5% | +11.5% | -14.0% |
| 6M | -37.4% | -15.7% | -21.7% | -37.2% |
| YTD | -41.6% | +13.3% | -54.9% | -43.6% |
| 1Y | -44.6% | +48.3% | -92.9% | -49.9% |
| All | -44.6% | +53.9% | -98.5% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling