+56.5%
PPL vs NVS
+92.9%
-36.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.2% | +1.3% | -2.6% | -1.6% |
| 30D | +4.2% | +13.9% | -9.6% | +1.0% |
| 3M | +1.5% | +4.7% | -3.2% | -0.1% |
| 6M | +1.0% | +12.1% | -11.0% | -2.6% |
| YTD | +4.4% | +22.3% | -17.9% | -2.3% |
| 1Y | +0.8% | +33.5% | -32.7% | -8.4% |
| 3Y | +56.5% | +94.7% | -38.3% | +21.3% |
| All | +56.5% | +92.9% | -36.4% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling