+76.3%
PPL vs NVT
+732.7%
-656.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.9% |
| 7D | +1.8% | +10.4% | -8.6% | -0.3% |
| 30D | -1.1% | -1.3% | +0.2% | -1.0% |
| 3M | 0.0% | -0.6% | +0.7% | -0.8% |
| 6M | -7.6% | +53.8% | -61.4% | -17.6% |
| YTD | +1.7% | +60.2% | -58.4% | -10.5% |
| 1Y | +1.5% | +76.8% | -75.2% | -13.5% |
| 3Y | +55.3% | +191.2% | -136.0% | +8.9% |
| 5Y | +37.7% | +430.9% | -393.2% | -24.1% |
| All | +76.3% | +732.7% | -656.5% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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