+62.8%
PNR vs NVS
+179.5%
-116.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -6.0% | -14.3% | +8.2% | +0.1% |
| 30D | -14.0% | -10.0% | -4.0% | -10.6% |
| 3M | -21.7% | -10.9% | -10.8% | -18.4% |
| 6M | -37.3% | -12.0% | -25.3% | -34.4% |
| YTD | -45.1% | +2.5% | -47.6% | -46.6% |
| 1Y | -49.1% | +10.7% | -59.8% | -52.4% |
| 3Y | -14.8% | +53.3% | -68.1% | -33.7% |
| 5Y | -21.0% | +93.6% | -114.6% | -47.3% |
| All | +62.8% | +179.5% | -116.7% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling