+1,094.5%
PNR vs NVS
+1,076.7%
+17.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -3.9% | -15.4% | +11.5% | +2.4% |
| 30D | -13.8% | -12.3% | -1.5% | -9.6% |
| 3M | -22.5% | -7.8% | -14.7% | -20.6% |
| 6M | -37.2% | -13.0% | -24.2% | -34.1% |
| YTD | -44.2% | +2.8% | -47.0% | -45.5% |
| 1Y | -46.6% | +10.6% | -57.3% | -49.5% |
| 3Y | -12.5% | +55.1% | -67.6% | -29.3% |
| 5Y | -19.3% | +91.7% | -111.0% | -41.1% |
| 10Y | +67.5% | +181.2% | -113.7% | +3.8% |
| All | +1,094.5% | +1,076.7% | +17.8% | +385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling