-54.2%
NVD vs PEG
-8.5%
-45.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +10.8% | -0.9% | +11.7% | +11.0% |
| 30D | +0.8% | -3.7% | +4.5% | +1.1% |
| 3M | -20.8% | -7.3% | -13.6% | -19.9% |
| 6M | -41.2% | -10.5% | -30.7% | -41.0% |
| YTD | -44.2% | -7.5% | -36.7% | -43.5% |
| 1Y | -54.2% | -8.7% | -45.4% | -52.8% |
| All | -54.2% | -8.5% | -45.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling