+848.3%
NVDX vs PENG
+252.4%
+595.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -0.9% | +7.3% | -8.2% | -5.0% |
| 30D | +3.0% | -7.5% | +10.4% | +7.2% |
| 3M | +6.8% | -17.2% | +24.0% | +9.7% |
| 6M | +28.6% | +176.7% | -148.1% | -48.6% |
| YTD | +17.0% | +161.0% | -144.0% | -52.7% |
| 1Y | +27.0% | +108.8% | -81.8% | -41.1% |
| All | +848.3% | +252.4% | +595.9% | +216.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling