+66.2%
PWR vs NVTS
+109.2%
-43.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -0.2% |
| 7D | +3.6% | +2.7% | +0.9% | +3.1% |
| 30D | -8.6% | -4.5% | -4.1% | -8.1% |
| 3M | -13.2% | -61.5% | +48.4% | -4.0% |
| 6M | +9.9% | +28.0% | -18.1% | +4.7% |
| YTD | +48.0% | +65.3% | -17.2% | +35.2% |
| 1Y | +66.2% | +113.0% | -46.8% | +56.5% |
| All | +66.2% | +109.2% | -43.1% | +56.5% |
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