+149.3%
PSX vs NVD
-99.2%
+248.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.1% |
| 7D | +4.5% | -11.1% | +15.7% | +4.2% |
| 30D | +26.6% | -13.3% | +39.9% | +26.1% |
| 3M | +39.3% | -19.8% | +59.1% | +38.7% |
| 6M | +56.8% | -48.8% | +105.6% | +53.3% |
| YTD | +101.8% | -49.7% | +151.5% | +97.5% |
| 1Y | +99.6% | -61.4% | +161.0% | +93.2% |
| 3Y | +140.3% | -99.1% | +239.5% | +120.3% |
| All | +149.3% | -99.2% | +248.6% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling