+185.4%
PSLV vs NVMI
+3,158.6%
-2,973.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -2.1% | -8.4% | +6.3% | -0.9% |
| 3M | -1.6% | -33.6% | +31.9% | +4.0% |
| 6M | -25.5% | -14.7% | -10.8% | -24.3% |
| YTD | -11.4% | +13.2% | -24.6% | -12.6% |
| 1Y | +48.6% | +29.0% | +19.6% | +44.0% |
| 3Y | +166.9% | +215.0% | -48.1% | +127.9% |
| 5Y | +152.4% | +268.6% | -116.2% | +107.4% |
| All | +185.4% | +3,158.6% | -2,973.2% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling