-13.4%
NVD vs PENG
+108.0%
-121.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.3% | -0.5% | +12.3% |
| 7D | +23.8% | -3.8% | +27.6% | +25.8% |
| 30D | +57.0% | -40.1% | +97.1% | +37.6% |
| 3M | +41.6% | -21.8% | +63.3% | +40.3% |
| 6M | +17.6% | +3.3% | +14.2% | +41.5% |
| YTD | -21.4% | +133.6% | -155.0% | +47.9% |
| All | -13.4% | +108.0% | -121.4% | +52.9% |
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