-0.5%
NVDA vs PENG
+88.9%
-89.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.4% | -9.6% | +0.3% |
| 7D | -8.8% | -19.4% | +10.7% | -5.4% |
| 30D | -21.4% | -42.4% | +21.0% | -13.8% |
| 3M | -14.7% | -25.6% | +11.0% | -11.4% |
| 6M | -10.0% | +7.3% | -17.3% | -15.8% |
| YTD | +0.3% | +113.9% | -113.5% | -23.1% |
| 1Y | -0.5% | +93.6% | -94.1% | -21.3% |
| All | -0.5% | +88.9% | -89.5% | -21.3% |
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