+258.4%
NVDA vs PENG
+222.1%
+36.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.5% | -0.1% |
| 7D | -13.2% | +1.9% | -15.1% | -14.4% |
| 30D | -23.2% | -37.8% | +14.5% | -13.8% |
| 3M | -20.0% | -14.1% | -5.9% | -19.4% |
| 6M | -20.6% | +13.1% | -33.8% | -31.8% |
| YTD | -6.6% | +151.8% | -158.4% | -42.6% |
| 1Y | -9.8% | +136.0% | -145.8% | -43.3% |
| All | +258.4% | +222.1% | +36.3% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling