+101.6%
PSX vs NVD
-52.8%
+154.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +1.7% | +10.8% | -9.1% | +0.9% |
| 30D | +15.6% | +0.8% | +14.9% | +15.3% |
| 3M | +46.5% | -20.8% | +67.3% | +47.8% |
| 6M | +55.0% | -41.2% | +96.2% | +58.4% |
| YTD | +105.3% | -44.2% | +149.5% | +109.1% |
| 1Y | +101.6% | -54.2% | +155.8% | +112.5% |
| All | +101.6% | -52.8% | +154.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling