+2,494.8%
NVDL vs PH
+220.0%
+2,274.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -2.9% |
| 7D | -8.7% | -3.1% | -5.6% | -5.2% |
| 30D | -1.3% | -11.8% | +10.5% | +13.2% |
| 3M | +11.4% | +6.9% | +4.4% | +1.5% |
| 6M | +22.9% | -1.3% | +24.2% | +22.5% |
| YTD | +15.4% | +7.0% | +8.5% | +3.4% |
| 1Y | +18.8% | +23.1% | -4.4% | -12.8% |
| 3Y | +641.4% | +135.4% | +506.0% | +205.3% |
| All | +2,494.8% | +220.0% | +2,274.7% | +586.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling