+64.4%
PPL vs NVS
+257.6%
-193.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.2% | +1.3% | -2.6% | -1.8% |
| 30D | +4.2% | +13.9% | -9.6% | -0.9% |
| 3M | +1.5% | +4.7% | -3.2% | -1.2% |
| 6M | +1.0% | +12.1% | -11.0% | -4.5% |
| YTD | +4.4% | +22.3% | -17.9% | -5.4% |
| 1Y | +0.8% | +33.5% | -32.7% | -12.1% |
| 3Y | +56.5% | +94.7% | -38.3% | +13.7% |
| 5Y | +47.7% | +137.6% | -89.9% | -3.7% |
| 10Y | +64.4% | +254.5% | -190.1% | -2.7% |
| All | +64.4% | +257.6% | -193.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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