+55.3%
PPL vs NVT
+193.5%
-138.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.1% |
| 7D | +1.8% | +10.4% | -8.6% | +1.8% |
| 30D | -1.1% | -1.3% | +0.2% | -1.1% |
| 3M | 0.0% | -0.6% | +0.7% | 0.0% |
| 6M | -7.6% | +53.8% | -61.4% | -8.1% |
| YTD | +1.7% | +60.2% | -58.4% | +1.1% |
| 1Y | +1.5% | +76.8% | -75.2% | +0.6% |
| 3Y | +55.3% | +191.2% | -136.0% | +45.6% |
| All | +55.3% | +193.5% | -138.3% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling