-23.3%
NVDL vs PSLV
+5.4%
-28.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.4% |
| 7D | -18.2% | +5.1% | -23.3% | -19.7% |
| 30D | -40.1% | -13.3% | -26.8% | -37.1% |
| 3M | -31.9% | -16.5% | -15.4% | -27.5% |
| 6M | -29.3% | -32.8% | +3.5% | -20.1% |
| YTD | -19.2% | -28.8% | +9.6% | -15.9% |
| 1Y | -23.3% | +5.8% | -29.1% | -35.0% |
| All | -23.3% | +5.4% | -28.7% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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