+108.7%
PSLV vs NVMI
+6,117.6%
-6,008.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -2.1% | -8.4% | +6.3% | -1.1% |
| 3M | -1.6% | -33.6% | +31.9% | +3.2% |
| 6M | -25.5% | -14.7% | -10.8% | -24.5% |
| YTD | -11.4% | +13.2% | -24.6% | -12.5% |
| 1Y | +48.6% | +29.0% | +19.6% | +44.5% |
| 3Y | +166.9% | +215.0% | -48.1% | +133.0% |
| 5Y | +152.4% | +268.6% | -116.2% | +113.6% |
| 10Y | +187.8% | +3,124.7% | -2,936.9% | +102.7% |
| All | +108.7% | +6,117.6% | -6,008.9% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling