+111.0%
PM vs NVDL
+2,772.7%
-2,661.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -1.9% |
| 7D | -4.9% | +11.7% | -16.6% | -4.6% |
| 30D | -3.4% | +7.8% | -11.2% | -3.1% |
| 3M | +5.2% | +3.3% | +1.9% | +5.6% |
| 6M | +3.7% | +38.9% | -35.2% | +4.8% |
| YTD | +15.8% | +28.5% | -12.7% | +16.9% |
| 1Y | +17.4% | +40.6% | -23.2% | +18.9% |
| 3Y | +116.9% | +648.7% | -531.8% | +121.8% |
| All | +111.0% | +2,772.7% | -2,661.7% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling