+37.0%
NVDA vs PENG
+108.1%
-71.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.3% |
| 7D | +5.9% | +4.5% | +1.3% | +5.0% |
| 30D | +5.1% | -7.1% | +12.2% | +6.2% |
| 3M | +5.4% | -27.3% | +32.6% | +8.6% |
| 6M | +26.0% | +169.6% | -143.6% | 0.0% |
| YTD | +23.7% | +164.6% | -141.0% | -2.8% |
| All | +37.0% | +108.1% | -71.1% | +6.8% |
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