+43.4%
NVTS vs PPG
-17.4%
+60.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +3.8% |
| 7D | -1.4% | -6.2% | +4.8% | +5.7% |
| 30D | -16.5% | -7.9% | -8.6% | -8.7% |
| 3M | -47.6% | -10.2% | -37.4% | -42.1% |
| 6M | +7.3% | +2.7% | +4.6% | +1.3% |
| YTD | +62.9% | +4.9% | +58.0% | +44.0% |
| 1Y | +91.3% | -3.2% | +94.5% | +86.0% |
| 3Y | +43.4% | -17.0% | +60.4% | +84.1% |
| All | +43.4% | -17.4% | +60.8% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling