+84.5%
PR vs NVMI
+2,494.8%
-2,410.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.0% |
| 7D | +6.0% | +1.5% | +4.5% | +5.4% |
| 30D | -4.2% | -4.1% | -0.1% | -3.6% |
| 3M | +10.0% | -22.8% | +32.7% | +15.9% |
| 6M | +15.6% | -36.9% | +52.5% | +25.0% |
| YTD | +68.2% | -3.2% | +71.4% | +56.8% |
| 1Y | +79.2% | +7.1% | +72.1% | +61.1% |
| 3Y | +94.9% | +181.5% | -86.6% | +15.3% |
| 5Y | +272.8% | +141.2% | +131.6% | +122.6% |
| All | +84.5% | +2,494.8% | -2,410.3% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling