+94.9%
PR vs NVMI
+183.9%
-89.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | +6.0% | +1.5% | +4.5% | +5.7% |
| 30D | -4.2% | -4.1% | -0.1% | -4.0% |
| 3M | +10.0% | -22.8% | +32.7% | +12.5% |
| 6M | +15.6% | -36.9% | +52.5% | +19.7% |
| YTD | +68.2% | -3.2% | +71.4% | +59.6% |
| 1Y | +79.2% | +7.1% | +72.1% | +66.2% |
| 3Y | +94.9% | +181.5% | -86.6% | +31.0% |
| All | +94.9% | +183.9% | -89.0% | +31.0% |
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