+40.6%
NVDL vs PENG
+118.5%
-77.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | -0.6% |
| 7D | +11.7% | +4.5% | +7.1% | +9.9% |
| 30D | +7.8% | -7.1% | +14.9% | +10.5% |
| 3M | +3.3% | -27.3% | +30.6% | +11.1% |
| 6M | +38.9% | +169.6% | -130.7% | -10.2% |
| YTD | +28.5% | +164.6% | -136.1% | -18.5% |
| 1Y | +40.6% | +109.5% | -68.9% | -16.4% |
| All | +40.6% | +118.5% | -77.9% | -16.4% |
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