+750.3%
NVT vs PSLV
+240.7%
+509.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.4% | +4.6% |
| 7D | +4.1% | -3.5% | +7.5% | +4.8% |
| 30D | -5.1% | -2.1% | -3.0% | -4.8% |
| 3M | -1.2% | -1.6% | +0.5% | -1.2% |
| 6M | +46.6% | -25.5% | +72.1% | +54.0% |
| YTD | +60.0% | -11.4% | +71.4% | +57.9% |
| 1Y | +70.8% | +48.6% | +22.2% | +49.0% |
| 3Y | +187.5% | +166.9% | +20.7% | +118.3% |
| 5Y | +426.1% | +152.4% | +273.7% | +296.0% |
| All | +750.3% | +240.7% | +509.6% | +434.9% |
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