+235.9%
PSX vs NVT
+488.5%
-252.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +7.8% | +8.0% | -0.2% | +4.4% |
| 30D | -10.9% | -24.8% | +13.9% | -1.5% |
| 3M | +14.5% | -32.4% | +46.9% | +30.8% |
| 6M | +56.1% | -33.5% | +89.6% | +75.5% |
| YTD | +109.6% | +13.2% | +96.4% | +75.9% |
| 1Y | +95.5% | +9.0% | +86.5% | +66.3% |
| 3Y | +156.2% | +129.4% | +26.8% | +29.2% |
| 5Y | +310.0% | +230.1% | +79.9% | +54.4% |
| All | +235.9% | +488.5% | -252.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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