+344.1%
NVDL vs PENG
+198.7%
+145.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.3% | -18.0% | -13.9% |
| 7D | -23.4% | -3.8% | -19.6% | -22.7% |
| 30D | -41.3% | -40.1% | -1.2% | -23.7% |
| 3M | -40.6% | -21.8% | -18.8% | -35.4% |
| 6M | -39.8% | +3.3% | -43.1% | -52.0% |
| YTD | -26.2% | +133.6% | -159.9% | -70.0% |
| 1Y | -30.0% | +110.7% | -140.7% | -69.2% |
| All | +344.1% | +198.7% | +145.4% | +47.0% |
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