+481.0%
NVO vs PSLV
+109.5%
+371.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -7.6% | -3.5% | -4.1% | -7.2% |
| 30D | -6.0% | -2.1% | -3.8% | -5.8% |
| 3M | -0.8% | -1.6% | +0.9% | -0.8% |
| 6M | +16.5% | -25.5% | +42.0% | +19.8% |
| YTD | -11.1% | -11.4% | +0.3% | -12.0% |
| 1Y | -16.7% | +48.6% | -65.3% | -22.8% |
| 3Y | -52.9% | +166.9% | -219.8% | -59.5% |
| 5Y | -3.0% | +152.4% | -155.4% | -16.7% |
| 10Y | +147.1% | +187.8% | -40.7% | +103.9% |
| All | +481.0% | +109.5% | +371.5% | +379.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling