+707.3%
NVDL vs PENG
+108.8%
+598.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | -1.7% |
| 7D | +11.7% | +4.5% | +7.1% | +9.0% |
| 30D | +7.8% | -7.1% | +14.9% | +11.6% |
| 3M | +3.3% | -27.3% | +30.6% | +14.4% |
| 6M | +38.9% | +169.6% | -130.7% | -32.5% |
| YTD | +28.5% | +164.6% | -136.1% | -38.3% |
| 1Y | +40.6% | +109.5% | -68.9% | -23.9% |
| All | +707.3% | +108.8% | +598.5% | +303.3% |
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 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