-99.1%
NVD vs PEG
+34.2%
-133.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.6% | +4.4% |
| 7D | +9.0% | -0.9% | +9.9% | +8.5% |
| 30D | -5.5% | -2.8% | -2.7% | -7.1% |
| 3M | -24.6% | -6.9% | -17.7% | -27.7% |
| 6M | -42.1% | -11.4% | -30.7% | -46.6% |
| YTD | -44.3% | -7.4% | -36.9% | -46.7% |
| 1Y | -54.2% | -8.3% | -45.9% | -56.4% |
| 3Y | -99.1% | +31.5% | -130.7% | -99.2% |
| All | -99.1% | +34.2% | -133.3% | -99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling