+169.5%
PR vs NVMI
+3,384.1%
-3,214.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -3.0% |
| 7D | +2.9% | +6.6% | -3.7% | +1.2% |
| 30D | +18.0% | -7.5% | +25.6% | +19.9% |
| 3M | +16.9% | -28.5% | +45.4% | +24.6% |
| 6M | +28.2% | -15.7% | +44.0% | +28.1% |
| YTD | +69.3% | +13.3% | +56.0% | +53.5% |
| 1Y | +69.5% | +48.3% | +21.2% | +39.1% |
| 3Y | +81.7% | +191.2% | -109.6% | +9.7% |
| 5Y | +422.2% | +268.7% | +153.6% | +177.1% |
| 10Y | +110.4% | +3,034.8% | -2,924.4% | -18.3% |
| All | +169.5% | +3,384.1% | -3,214.6% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling