+6,642.9%
NVDA vs PENG
+762.7%
+5,880.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -1.3% |
| 7D | +5.9% | +4.5% | +1.3% | +4.3% |
| 30D | +5.1% | -7.1% | +12.2% | +7.2% |
| 3M | +5.4% | -27.3% | +32.6% | +11.1% |
| 6M | +26.0% | +169.6% | -143.6% | -18.4% |
| YTD | +23.7% | +164.6% | -141.0% | -20.4% |
| 1Y | +34.4% | +109.5% | -75.1% | -7.5% |
| 3Y | +375.8% | +98.9% | +276.9% | +198.0% |
| 5Y | +911.8% | +116.3% | +795.5% | +511.8% |
| All | +6,642.9% | +762.7% | +5,880.3% | +2,918.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling