+85.0%
PR vs NVMI
+198.0%
-112.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.2% |
| 7D | +2.9% | +6.6% | -3.7% | +2.2% |
| 30D | +18.0% | -7.5% | +25.6% | +18.8% |
| 3M | +16.9% | -28.5% | +45.4% | +20.3% |
| 6M | +28.2% | -15.7% | +44.0% | +27.6% |
| YTD | +69.3% | +13.3% | +56.0% | +59.4% |
| 1Y | +69.5% | +48.3% | +21.2% | +49.7% |
| All | +85.0% | +198.0% | -112.9% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling