+81.4%
PPL vs NVT
+445.0%
-363.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.5% | -2.0% |
| 7D | +0.4% | -15.7% | +16.1% | +3.1% |
| 30D | +5.4% | -36.6% | +42.1% | +13.9% |
| 3M | +4.3% | -34.8% | +39.1% | +11.6% |
| 6M | -1.3% | -38.2% | +36.9% | +5.8% |
| YTD | +4.7% | +4.8% | -0.1% | -1.4% |
| 1Y | +1.3% | -2.8% | +4.1% | -3.2% |
| 3Y | +57.2% | +119.5% | -62.3% | +12.9% |
| 5Y | +48.2% | +204.7% | -156.5% | -7.9% |
| All | +81.4% | +445.0% | -363.6% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling