+262.2%
NVDX vs PENG
+209.7%
+52.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.4% | -0.9% |
| 7D | -24.7% | +13.2% | -38.0% | -30.6% |
| 30D | -48.2% | -29.9% | -18.2% | -38.0% |
| 3M | -51.9% | -22.2% | -29.6% | -47.5% |
| 6M | -55.6% | -1.9% | -53.8% | -63.2% |
| YTD | -41.5% | +142.1% | -183.7% | -77.0% |
| 1Y | -44.0% | +151.5% | -195.5% | -78.7% |
| 3Y | +262.2% | +206.9% | +55.3% | +8.9% |
| All | +262.2% | +209.7% | +52.5% | +8.9% |
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