+65.7%
PPL vs NVMI
+2,574.6%
-2,508.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.2% |
| 7D | -2.2% | +16.9% | -19.1% | -3.3% |
| 30D | +1.7% | -4.3% | +6.0% | +1.8% |
| 3M | +0.1% | -19.3% | +19.4% | +1.3% |
| 6M | -1.5% | -33.6% | +32.0% | +0.3% |
| YTD | +3.0% | -0.2% | +3.2% | +1.2% |
| 1Y | -1.4% | +5.1% | -6.5% | -3.6% |
| 3Y | +53.5% | +193.2% | -139.7% | +29.5% |
| 5Y | +46.4% | +148.6% | -102.2% | +23.2% |
| All | +65.7% | +2,574.6% | -2,508.9% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling