+18.8%
NVDL vs PPG
-0.8%
+19.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -10.3% | -6.2% | -4.1% | -8.7% |
| 30D | -7.1% | -7.9% | +0.8% | -5.1% |
| 3M | +6.6% | -10.2% | +16.8% | +9.4% |
| 6M | +21.1% | +2.7% | +18.4% | +20.3% |
| YTD | +15.2% | +4.9% | +10.3% | +16.0% |
| 1Y | +18.8% | -3.2% | +22.0% | +48.7% |
| All | +18.8% | -0.8% | +19.5% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling