+2,521.4%
PWR vs NVMI
+3,158.6%
-637.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.6% | +4.6% |
| 7D | +4.2% | -0.1% | +4.3% | +4.3% |
| 30D | -4.0% | -8.4% | +4.4% | -1.2% |
| 3M | -4.8% | -33.6% | +28.8% | +9.0% |
| 6M | +14.6% | -14.7% | +29.3% | +19.3% |
| YTD | +54.2% | +13.2% | +41.0% | +45.1% |
| 1Y | +67.1% | +29.0% | +38.1% | +50.0% |
| 3Y | +218.5% | +215.0% | +3.5% | +101.2% |
| 5Y | +466.3% | +268.6% | +197.7% | +228.7% |
| All | +2,521.4% | +3,158.6% | -637.2% | +884.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling