+444.8%
NVDA vs PENG
+56.5%
+388.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | 0.0% |
| 7D | -12.7% | +13.2% | -26.0% | -17.1% |
| 30D | -26.4% | -29.9% | +3.5% | -18.2% |
| 3M | -27.6% | -22.2% | -5.4% | -24.5% |
| 6M | -27.7% | -1.9% | -25.8% | -37.0% |
| YTD | -12.5% | +142.1% | -154.6% | -51.6% |
| 1Y | -12.6% | +151.5% | -164.2% | -52.7% |
| 3Y | +235.9% | +206.9% | +29.0% | +42.9% |
| All | +444.8% | +56.5% | +388.2% | +177.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling