-98.8%
NVD vs PENG
+90.4%
-189.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.3% | -0.5% | +13.4% |
| 7D | +23.8% | -3.8% | +27.6% | +26.2% |
| 30D | +57.0% | -40.1% | +97.1% | +29.7% |
| 3M | +41.6% | -21.8% | +63.3% | +38.5% |
| 6M | +17.6% | +3.3% | +14.2% | +51.2% |
| YTD | -21.4% | +133.6% | -155.0% | +75.0% |
| 1Y | -23.3% | +110.7% | -134.0% | +63.0% |
| 3Y | -98.7% | +204.3% | -302.9% | -95.5% |
| All | -98.8% | +90.4% | -189.2% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling