+152.6%
PR vs NVMI
+2,832.4%
-2,679.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.7% | -9.8% | -1.0% |
| 7D | -16.4% | +0.3% | -16.7% | -16.5% |
| 30D | -1.9% | -17.1% | +15.2% | +2.3% |
| 3M | +8.0% | -17.9% | +25.8% | +12.1% |
| 6M | +4.1% | -41.4% | +45.5% | +14.8% |
| YTD | +58.7% | -4.6% | +63.3% | +48.9% |
| 1Y | +75.8% | -0.3% | +76.1% | +61.8% |
| 3Y | +73.2% | +214.5% | -141.3% | -0.4% |
| 5Y | +230.1% | +148.5% | +81.7% | +97.3% |
| 10Y | +67.4% | +2,435.9% | -2,368.5% | -32.9% |
| All | +152.6% | +2,832.4% | -2,679.8% | +2.1% |
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