+200.5%
PWR vs NVD
-99.1%
+299.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -0.4% |
| 7D | -0.2% | +9.0% | -9.3% | +1.6% |
| 30D | -7.7% | -5.5% | -2.3% | -8.1% |
| 3M | -4.9% | -24.6% | +19.7% | -8.4% |
| 6M | +9.7% | -42.1% | +51.8% | +1.4% |
| YTD | +46.7% | -44.3% | +91.0% | +36.1% |
| 1Y | +58.7% | -54.2% | +112.9% | +44.3% |
| 3Y | +200.7% | -99.1% | +299.8% | +63.0% |
| All | +200.5% | -99.1% | +299.7% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling