+750.3%
NVT vs PPG
+14.2%
+736.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.3% |
| 7D | +4.1% | -6.2% | +10.3% | +8.8% |
| 30D | -5.1% | -7.9% | +2.8% | +0.4% |
| 3M | -1.2% | -10.2% | +9.0% | +5.4% |
| 6M | +46.6% | +2.7% | +43.9% | +40.4% |
| YTD | +60.0% | +4.9% | +55.1% | +49.3% |
| 1Y | +70.8% | -3.2% | +74.0% | +68.1% |
| 3Y | +187.5% | -17.0% | +204.5% | +212.0% |
| 5Y | +426.1% | -23.3% | +449.5% | +489.1% |
| All | +750.3% | +14.2% | +736.0% | +513.7% |
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