+1,498.5%
PWR vs NVMI
+1,976.9%
-478.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +2.7% | +6.9% | -4.3% | +1.6% |
| 30D | -5.1% | -2.8% | -2.3% | -4.7% |
| 3M | -9.4% | -27.3% | +18.0% | -5.0% |
| 6M | +10.4% | -13.7% | +24.1% | +12.5% |
| YTD | +48.6% | +13.8% | +34.8% | +45.3% |
| 1Y | +68.0% | +34.9% | +33.2% | +60.3% |
| 3Y | +204.7% | +213.5% | -8.8% | +155.6% |
| 5Y | +451.9% | +272.5% | +179.5% | +349.1% |
| 10Y | +2,425.3% | +3,142.4% | -717.1% | +1,486.7% |
| All | +1,498.5% | +1,976.9% | -478.4% | +681.6% |
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