+1,928.4%
PWR vs NVT
+731.8%
+1,196.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +2.4% |
| 7D | +4.2% | +4.1% | +0.1% | +1.7% |
| 30D | -4.0% | -5.1% | +1.1% | -1.1% |
| 3M | -4.8% | -1.2% | -3.6% | -4.4% |
| 6M | +14.6% | +46.6% | -31.9% | -9.4% |
| YTD | +54.2% | +60.0% | -5.8% | +15.3% |
| 1Y | +67.1% | +70.8% | -3.7% | +19.8% |
| 3Y | +218.5% | +187.5% | +30.9% | +61.4% |
| 5Y | +466.3% | +426.1% | +40.1% | +96.6% |
| All | +1,928.4% | +731.8% | +1,196.6% | +424.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling