+90.3%
NXT vs PPG
-17.7%
+108.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.1% |
| 7D | -2.6% | -5.1% | +2.6% | +0.5% |
| 30D | -22.4% | -9.6% | -12.9% | -17.7% |
| 3M | -27.3% | -6.4% | -20.9% | -24.6% |
| 6M | -28.5% | +0.5% | -29.0% | -28.9% |
| YTD | -6.6% | +4.4% | -11.0% | -9.2% |
| 1Y | +20.4% | -0.9% | +21.3% | +20.0% |
| All | +90.3% | -17.7% | +108.0% | +108.4% |
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 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