+593.4%
PNR vs NVMI
+1,933.5%
-1,340.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -5.5% | +3.8% | -9.3% | -5.9% |
| 30D | -15.6% | -7.6% | -8.0% | -15.0% |
| 3M | -20.2% | -28.0% | +7.8% | -18.0% |
| 6M | -36.6% | -15.3% | -21.3% | -36.1% |
| YTD | -45.0% | +11.5% | -56.4% | -46.3% |
| 1Y | -47.4% | +31.6% | -79.0% | -49.7% |
| 3Y | -13.7% | +207.0% | -220.7% | -25.7% |
| 5Y | -20.8% | +262.8% | -283.6% | -33.4% |
| 10Y | +65.2% | +3,074.6% | -3,009.4% | +15.2% |
| All | +593.4% | +1,933.5% | -1,340.1% | +316.1% |
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