+1,266.3%
NVDL vs PWR
+290.8%
+975.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.2% |
| 7D | -24.8% | +11.3% | -36.1% | -34.4% |
| 30D | -48.0% | -8.9% | -39.2% | -43.6% |
| 3M | -51.5% | -10.5% | -41.0% | -47.0% |
| 6M | -54.9% | -22.2% | -32.8% | -43.2% |
| YTD | -39.2% | +42.7% | -82.0% | -70.4% |
| 1Y | -41.1% | +41.1% | -82.2% | -71.1% |
| 3Y | +262.9% | +242.7% | +20.2% | -36.5% |
| All | +1,266.3% | +290.8% | +975.6% | +69.9% |
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