+420.3%
NVT vs PPG
-24.1%
+444.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +4.1% | -6.2% | +10.3% | +7.9% |
| 30D | -5.1% | -7.9% | +2.8% | -0.7% |
| 3M | -1.2% | -10.2% | +9.0% | +4.2% |
| 6M | +46.6% | +2.7% | +43.9% | +41.7% |
| YTD | +60.0% | +4.9% | +55.1% | +51.1% |
| 1Y | +70.8% | -3.2% | +74.0% | +68.9% |
| 3Y | +187.5% | -17.0% | +204.5% | +206.7% |
| All | +420.3% | -24.1% | +444.4% | +470.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling