+34.0%
NVDL vs PPL
+0.2%
+33.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -2.6% |
| 7D | -0.8% | 0.0% | -0.9% | -0.8% |
| 30D | +3.4% | -1.3% | +4.7% | +2.9% |
| 3M | +8.1% | -2.6% | +10.7% | +7.2% |
| 6M | +31.9% | -8.4% | +40.3% | +28.2% |
| YTD | +21.1% | +0.2% | +20.9% | +27.9% |
| 1Y | +34.0% | -0.2% | +34.3% | +37.6% |
| All | +34.0% | +0.2% | +33.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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