-61.3%
NVD vs PENG
+106.3%
-167.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.6% |
| 7D | -7.7% | +7.8% | -15.5% | -5.1% |
| 30D | -5.8% | -12.2% | +6.4% | -9.0% |
| 3M | -23.2% | -20.6% | -2.6% | -23.5% |
| 6M | -49.7% | +180.9% | -230.7% | -15.0% |
| YTD | -47.7% | +162.3% | -210.0% | -11.0% |
| 1Y | -61.3% | +107.3% | -168.6% | -31.9% |
| All | -61.3% | +106.3% | -167.6% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling