+10.2%
NVS vs PENG
+106.3%
-96.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.9% | -13.0% | -13.9% |
| 7D | -14.6% | +7.8% | -22.4% | -14.5% |
| 30D | -11.9% | -12.2% | +0.3% | -12.0% |
| 3M | -6.0% | -20.6% | +14.7% | -6.1% |
| 6M | -11.4% | +180.9% | -192.3% | -17.4% |
| YTD | +2.9% | +162.3% | -159.4% | -3.7% |
| 1Y | +10.2% | +107.3% | -97.0% | +2.2% |
| All | +10.2% | +106.3% | -96.0% | +2.2% |
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