+641.9%
PPG vs NVMI
+1,965.6%
-1,323.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -6.2% | -0.1% | -6.2% | -6.2% |
| 30D | -7.9% | -8.4% | +0.5% | -7.3% |
| 3M | -10.2% | -33.6% | +23.3% | -7.3% |
| 6M | +2.7% | -14.7% | +17.3% | +3.4% |
| YTD | +4.9% | +13.2% | -8.3% | +2.8% |
| 1Y | -3.2% | +29.0% | -32.2% | -6.5% |
| 3Y | -17.0% | +215.0% | -232.0% | -27.2% |
| 5Y | -23.3% | +268.6% | -291.9% | -34.1% |
| 10Y | +26.4% | +3,124.7% | -3,098.3% | -7.5% |
| All | +641.9% | +1,965.6% | -1,323.7% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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