+964.4%
PPL vs NVMI
+1,709.4%
-745.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.1% |
| 7D | 0.0% | +7.6% | -7.6% | -0.1% |
| 30D | +4.3% | -7.7% | +12.0% | +4.4% |
| 3M | +2.9% | -15.4% | +18.3% | +3.2% |
| 6M | +1.1% | -37.5% | +38.6% | +1.8% |
| YTD | +4.5% | -0.8% | +5.3% | +4.1% |
| 1Y | +0.1% | +2.4% | -2.3% | -0.3% |
| 3Y | +55.7% | +191.5% | -135.8% | +50.4% |
| 5Y | +47.6% | +156.3% | -108.7% | +42.4% |
| 10Y | +66.8% | +2,539.4% | -2,472.5% | +54.6% |
| All | +964.4% | +1,709.4% | -745.1% | +808.0% |
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