+5,135.8%
NVDA vs PENG
+661.7%
+4,474.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.3% | -13.5% | -7.3% |
| 7D | -11.6% | -3.8% | -7.8% | -11.7% |
| 30D | -22.1% | -40.1% | +18.0% | -10.2% |
| 3M | -20.1% | -21.8% | +1.7% | -17.0% |
| 6M | -16.8% | +3.3% | -20.1% | -26.2% |
| YTD | -4.0% | +133.6% | -137.6% | -38.0% |
| 1Y | -4.8% | +110.7% | -115.5% | -36.5% |
| 3Y | +281.7% | +204.3% | +77.4% | +110.3% |
| 5Y | +485.4% | +54.4% | +431.0% | +278.5% |
| All | +5,135.8% | +661.7% | +4,474.1% | +2,250.6% |
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