+651.2%
NVDL vs PWR
+199.1%
+452.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -3.2% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | -1.3% | -7.7% | +6.4% | +7.8% |
| 3M | +11.4% | -4.9% | +16.3% | +13.9% |
| 6M | +22.9% | +9.7% | +13.2% | -5.8% |
| YTD | +15.4% | +46.7% | -31.3% | -43.6% |
| 1Y | +18.8% | +58.7% | -40.0% | -49.7% |
| All | +651.2% | +199.1% | +452.2% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling