+48.5%
PPL vs NVMI
+145.1%
-96.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -0.7% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +5.4% | -17.1% | +22.5% | +5.7% |
| 3M | +4.3% | -17.9% | +22.1% | +4.5% |
| 6M | -1.3% | -41.4% | +40.1% | -0.7% |
| YTD | +4.7% | -4.6% | +9.3% | +4.2% |
| 1Y | +1.3% | -0.3% | +1.5% | +0.7% |
| 3Y | +57.2% | +214.5% | -157.2% | +41.3% |
| All | +48.5% | +145.1% | -96.6% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling