+2,490.2%
NVDL vs PWR
+322.2%
+2,168.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -6.2% |
| 7D | -10.3% | +4.2% | -14.5% | -14.9% |
| 30D | -7.1% | -4.0% | -3.1% | -3.3% |
| 3M | +6.6% | -4.8% | +11.4% | +9.0% |
| 6M | +21.1% | +14.6% | +6.4% | -12.2% |
| YTD | +15.2% | +54.2% | -39.0% | -47.1% |
| 1Y | +18.8% | +67.1% | -48.3% | -52.8% |
| 3Y | +649.9% | +218.5% | +431.4% | +50.3% |
| All | +2,490.2% | +322.2% | +2,168.0% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling