+1,716.9%
NVDL vs PR
+170.6%
+1,546.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.6% |
| 7D | -18.2% | -16.4% | -1.7% | -11.7% |
| 30D | -40.1% | -1.9% | -38.2% | -39.6% |
| 3M | -31.9% | +8.0% | -39.9% | -34.5% |
| 6M | -29.3% | +4.1% | -33.4% | -31.5% |
| YTD | -19.2% | +58.7% | -77.9% | -38.1% |
| 1Y | -23.3% | +75.8% | -99.1% | -44.9% |
| 3Y | +427.9% | +73.2% | +354.7% | +283.9% |
| All | +1,716.9% | +170.6% | +1,546.3% | +972.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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