+53.5%
PPL vs NVD
-99.2%
+152.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.7% | -11.1% | +13.8% | +3.0% |
| 30D | +0.5% | -13.3% | +13.7% | +0.8% |
| 3M | +0.7% | -19.8% | +20.5% | +1.0% |
| 6M | -7.6% | -48.8% | +41.2% | -6.3% |
| YTD | +1.8% | -49.7% | +51.5% | +3.2% |
| 1Y | -0.8% | -61.4% | +60.6% | +1.1% |
| 3Y | +56.9% | -99.1% | +156.0% | +73.5% |
| All | +53.5% | -99.2% | +152.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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