+2,788.3%
NVDL vs PWR
+305.2%
+2,483.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.8% |
| 7D | +11.7% | +3.6% | +8.1% | +7.1% |
| 30D | +7.8% | -8.6% | +16.4% | +19.5% |
| 3M | +3.3% | -13.2% | +16.5% | +19.3% |
| 6M | +38.9% | +9.9% | +29.0% | +6.2% |
| YTD | +28.5% | +48.0% | -19.6% | -37.9% |
| 1Y | +40.6% | +66.2% | -25.6% | -44.1% |
| 3Y | +648.7% | +195.1% | +453.6% | +66.3% |
| All | +2,788.3% | +305.2% | +2,483.0% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling