+649.9%
NVDL vs PSLV
+165.9%
+484.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -10.3% | -3.5% | -6.9% | -9.1% |
| 30D | -7.1% | -2.1% | -5.0% | -6.1% |
| 3M | +6.6% | -1.6% | +8.2% | +7.2% |
| 6M | +21.1% | -25.5% | +46.6% | +33.4% |
| YTD | +15.2% | -11.4% | +26.6% | +9.6% |
| 1Y | +18.8% | +48.6% | -29.8% | -15.6% |
| 3Y | +649.9% | +166.9% | +483.0% | +373.5% |
| All | +649.9% | +165.9% | +484.0% | +373.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling