-98.9%
NVD vs PENG
+74.3%
-173.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +12.4% | -17.9% | +0.9% |
| 7D | +16.8% | -19.4% | +36.3% | +9.4% |
| 30D | +54.3% | -42.4% | +96.7% | +25.4% |
| 3M | +24.3% | -25.6% | +49.9% | +19.0% |
| 6M | +0.6% | +7.3% | -6.7% | +34.0% |
| YTD | -27.7% | +113.9% | -141.5% | +54.3% |
| 1Y | -29.4% | +93.6% | -123.0% | +44.0% |
| 3Y | -98.8% | +170.2% | -269.0% | -96.2% |
| All | -98.9% | +74.3% | -173.2% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling