-23.9%
NVDX vs PENG
+120.5%
-144.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.1% | +2.9% | -2.8% |
| 7D | -14.1% | -20.5% | +6.4% | -6.7% |
| 30D | -31.3% | -20.4% | -11.0% | -26.4% |
| 3M | -16.2% | -16.4% | +0.2% | -12.5% |
| 6M | -11.9% | +49.2% | -61.1% | -30.7% |
| YTD | -9.4% | +147.2% | -156.6% | -48.2% |
| 1Y | -23.9% | +124.7% | -148.5% | -53.7% |
| All | -23.9% | +120.5% | -144.3% | -53.7% |
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