+1,377.5%
NVDL vs PPL
+36.2%
+1,341.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -46.2% |
| 3M | -43.9% | +2.9% | -46.8% | -42.7% |
| 6M | -46.4% | +1.1% | -47.5% | -45.5% |
| YTD | -34.3% | +4.5% | -38.7% | -31.3% |
| 1Y | -44.0% | +0.1% | -44.1% | -42.9% |
| 3Y | +295.7% | +55.7% | +240.0% | +437.1% |
| All | +1,377.5% | +36.2% | +1,341.3% | +2,112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling