+906.1%
NVDX vs PENG
+257.2%
+648.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | -2.4% |
| 7D | +11.6% | +4.5% | +7.1% | +8.6% |
| 30D | +7.5% | -7.1% | +14.6% | +11.7% |
| 3M | +2.1% | -27.3% | +29.4% | +14.1% |
| 6M | +35.5% | +169.6% | -134.1% | -44.6% |
| YTD | +24.1% | +164.6% | -140.5% | -50.2% |
| 1Y | +33.0% | +109.5% | -76.5% | -38.3% |
| All | +906.1% | +257.2% | +648.9% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling