+128.3%
PM vs NVDL
+626.5%
-498.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.7% | +6.9% | +2.1% |
| 7D | +1.9% | -8.7% | +10.6% | +1.7% |
| 30D | +1.9% | -1.3% | +3.2% | +2.0% |
| 3M | +4.6% | +11.4% | -6.8% | +5.2% |
| 6M | +11.7% | +22.9% | -11.2% | +12.7% |
| YTD | +20.4% | +15.4% | +4.9% | +21.4% |
| 1Y | +19.0% | +18.8% | +0.2% | +20.3% |
| All | +128.3% | +626.5% | -498.2% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 3y: compounded portfolio wealth divided by compounded NVDL 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…
3y analysis · Full analysis span regression · 6 months rolling