+33.3%
NVDX vs PENG
+106.3%
-73.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.6% |
| 7D | +7.3% | +7.8% | -0.5% | +4.5% |
| 30D | -0.9% | -12.2% | +11.3% | +3.5% |
| 3M | +8.4% | -20.6% | +29.0% | +13.1% |
| 6M | +38.2% | +180.9% | -142.8% | -12.6% |
| YTD | +19.3% | +162.3% | -143.0% | -24.5% |
| 1Y | +33.3% | +107.3% | -74.0% | -16.8% |
| All | +33.3% | +106.3% | -73.0% | -16.8% |
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