+70.3%
PR vs NVMI
+2,539.4%
-2,469.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | -9.5% | +7.6% | -17.1% | -11.3% |
| 30D | -5.7% | -7.7% | +2.0% | -4.2% |
| 3M | +3.0% | -15.4% | +18.3% | +6.1% |
| 6M | +11.8% | -37.5% | +49.3% | +21.3% |
| YTD | +58.5% | -0.8% | +59.3% | +47.0% |
| 1Y | +69.9% | +2.4% | +67.5% | +55.1% |
| 3Y | +84.9% | +191.5% | -106.5% | +8.5% |
| 5Y | +246.4% | +156.3% | +90.1% | +103.1% |
| 10Y | +70.3% | +2,539.4% | -2,469.1% | -30.6% |
| All | +70.3% | +2,539.4% | -2,469.1% | -30.6% |
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