-12.9%
NVTS vs PPG
-27.2%
+14.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -1.7% |
| 7D | +0.5% | -5.1% | +5.6% | +6.5% |
| 30D | -18.0% | -9.6% | -8.5% | -8.5% |
| 3M | -45.6% | -6.4% | -39.2% | -42.5% |
| 6M | +28.5% | +0.5% | +27.9% | +24.7% |
| YTD | +56.2% | +4.4% | +51.7% | +41.9% |
| 1Y | +97.7% | -0.9% | +98.6% | +89.0% |
| 3Y | +35.0% | -17.0% | +51.9% | +66.1% |
| All | -12.9% | -27.2% | +14.3% | +25.0% |
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