-99.2%
NVD vs PEG
+33.2%
-132.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +0.6% |
| 7D | +0.5% | -1.0% | +1.5% | 0.0% |
| 30D | -9.3% | -2.6% | -6.7% | -10.8% |
| 3M | -22.1% | -7.6% | -14.5% | -25.6% |
| 6M | -45.8% | -12.2% | -33.6% | -50.3% |
| YTD | -46.7% | -8.1% | -38.6% | -49.2% |
| 1Y | -59.5% | -7.0% | -52.5% | -60.9% |
| 3Y | -99.2% | +30.6% | -129.7% | -99.3% |
| All | -99.2% | +33.2% | -132.4% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling