-42.8%
NVTS vs PPL
+47.9%
-90.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.6% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -23.8% | +5.4% | -29.3% | -24.5% |
| 3M | -30.6% | +4.3% | -34.8% | -31.0% |
| 6M | -48.4% | -1.3% | -47.0% | -48.5% |
| YTD | +20.6% | +4.7% | +15.9% | +17.4% |
| 1Y | -2.5% | +1.3% | -3.8% | -4.0% |
| 3Y | +44.0% | +57.2% | -13.2% | +7.4% |
| All | -42.8% | +47.9% | -90.7% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling