+292.4%
NVDL vs PPL
+55.8%
+236.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.1% | -11.0% | -10.9% |
| 7D | -34.5% | 0.0% | -34.5% | -34.4% |
| 30D | -47.7% | +4.3% | -52.0% | -45.7% |
| 3M | -43.9% | +2.9% | -46.8% | -42.3% |
| 6M | -46.4% | +1.1% | -47.5% | -45.3% |
| YTD | -34.3% | +4.5% | -38.7% | -30.3% |
| 1Y | -44.0% | +0.1% | -44.1% | -42.7% |
| All | +292.4% | +55.8% | +236.7% | +613.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling