+37.5%
NVTS vs PPL
+57.3%
-19.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.7% | +2.7% | 0.0% | +3.5% |
| 30D | -4.5% | +0.5% | -4.9% | -4.4% |
| 3M | -61.5% | +0.7% | -62.2% | -61.4% |
| 6M | +28.0% | -7.6% | +35.6% | +26.2% |
| YTD | +65.3% | +1.8% | +63.4% | +64.6% |
| 1Y | +113.0% | -0.8% | +113.8% | +112.8% |
| All | +37.5% | +57.3% | -19.7% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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