-99.1%
NVD vs PPG
-17.4%
-81.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.5% |
| 7D | +10.8% | -6.2% | +17.1% | +6.8% |
| 30D | +0.8% | -7.9% | +8.7% | -3.9% |
| 3M | -20.8% | -10.2% | -10.6% | -25.0% |
| 6M | -41.2% | +2.7% | -43.8% | -38.4% |
| YTD | -44.2% | +4.9% | -49.1% | -39.8% |
| 1Y | -54.2% | -3.2% | -51.0% | -54.1% |
| 3Y | -99.1% | -17.0% | -82.1% | -98.9% |
| All | -99.1% | -17.4% | -81.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling