-9.1%
NVTS vs PSLV
+150.3%
-159.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.4% | -3.5% | +2.0% | +0.3% |
| 30D | -16.5% | -2.1% | -14.4% | -15.5% |
| 3M | -47.6% | -1.6% | -46.0% | -47.0% |
| 6M | +7.3% | -25.5% | +32.8% | +23.9% |
| YTD | +62.9% | -11.4% | +74.3% | +62.6% |
| 1Y | +91.3% | +48.6% | +42.7% | +43.8% |
| 3Y | +43.4% | +166.9% | -123.5% | -21.0% |
| All | -9.1% | +150.3% | -159.4% | -50.9% |
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