+228.6%
PSX vs NVT
+732.7%
-504.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | -0.2% |
| 7D | +2.8% | +10.4% | -7.5% | -1.6% |
| 30D | +27.8% | -1.3% | +29.0% | +27.8% |
| 3M | +42.0% | -0.6% | +42.7% | +38.9% |
| 6M | +58.1% | +53.8% | +4.3% | +22.0% |
| YTD | +105.0% | +60.2% | +44.8% | +52.8% |
| 1Y | +104.9% | +76.8% | +28.1% | +42.3% |
| 3Y | +134.1% | +191.2% | -57.2% | +11.3% |
| 5Y | +363.8% | +430.9% | -67.1% | +41.1% |
| All | +228.6% | +732.7% | -504.2% | -28.2% |
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