+34.0%
NVDL vs PENG
+106.3%
-72.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.8% | +7.3% | -8.1% | -3.3% |
| 30D | +3.4% | -7.5% | +10.9% | +6.1% |
| 3M | +8.1% | -17.2% | +25.3% | +11.1% |
| 6M | +31.9% | +176.7% | -144.9% | -16.0% |
| YTD | +21.1% | +161.0% | -139.9% | -23.1% |
| 1Y | +34.0% | +108.8% | -74.8% | -13.9% |
| All | +34.0% | +106.3% | -72.3% | -13.9% |
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