+59.9%
PPL vs NVS
+78.3%
-18.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +2.7% | +4.0% | -1.4% | +1.5% |
| 30D | +0.5% | +3.6% | -3.1% | -0.7% |
| 3M | +0.7% | +7.8% | -7.1% | -1.7% |
| 6M | -7.6% | -0.2% | -7.4% | -7.7% |
| YTD | +1.8% | +19.6% | -17.8% | -3.9% |
| 1Y | -0.8% | +28.4% | -29.1% | -8.6% |
| All | +59.9% | +78.3% | -18.4% | +28.9% |
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