-10.8%
NVTS vs PPG
+38.5%
-49.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.0% | +4.0% | +5.8% |
| 7D | -0.3% | +7.5% | -7.8% | -5.3% |
| 30D | -24.4% | +20.9% | -45.3% | -33.9% |
| 3M | -26.5% | +8.7% | -35.2% | -30.8% |
| 6M | -41.4% | +23.8% | -65.2% | -50.8% |
| YTD | +30.7% | +26.5% | +4.1% | +3.8% |
| 1Y | -10.8% | +37.6% | -48.4% | -25.4% |
| All | -10.8% | +38.5% | -49.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling