-20.3%
PNR vs NVMI
+261.9%
-282.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.6% |
| 7D | -6.0% | -0.1% | -6.0% | -6.0% |
| 30D | -14.0% | -8.4% | -5.6% | -12.5% |
| 3M | -21.7% | -33.6% | +11.9% | -15.5% |
| 6M | -37.3% | -14.7% | -22.6% | -36.7% |
| YTD | -45.1% | +13.2% | -58.4% | -48.6% |
| 1Y | -49.1% | +29.0% | -78.1% | -54.3% |
| 3Y | -14.8% | +215.0% | -229.8% | -45.6% |
| All | -20.3% | +261.9% | -282.2% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling