+32.4%
PWR vs NVTS
-9.1%
+41.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +9.0% | -20.6% | -13.2% |
| 7D | -4.4% | -0.3% | -4.0% | -4.6% |
| 30D | -15.1% | -24.4% | +9.3% | -11.5% |
| 3M | -16.2% | -26.5% | +10.2% | -12.6% |
| 6M | -23.3% | -41.4% | +18.0% | -19.1% |
| YTD | +37.6% | +30.7% | +6.9% | +25.3% |
| 1Y | +32.4% | -10.8% | +43.2% | +26.7% |
| All | +32.4% | -9.1% | +41.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling