+2,490.2%
NVDL vs PPG
-16.2%
+2,506.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -10.3% | -6.2% | -4.1% | -6.3% |
| 30D | -7.1% | -7.9% | +0.8% | -1.9% |
| 3M | +6.6% | -10.2% | +16.8% | +13.8% |
| 6M | +21.1% | +2.7% | +18.4% | +16.8% |
| YTD | +15.2% | +4.9% | +10.3% | +6.9% |
| 1Y | +18.8% | -3.2% | +22.0% | +17.0% |
| 3Y | +649.9% | -17.0% | +666.9% | +662.5% |
| All | +2,490.2% | -16.2% | +2,506.4% | +2,451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling