+79.5%
NVS vs PENG
+108.8%
-29.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -1.9% |
| 7D | +4.0% | +4.5% | -0.5% | +4.0% |
| 30D | +3.6% | -7.1% | +10.7% | +3.6% |
| 3M | +7.8% | -27.3% | +35.1% | +8.0% |
| 6M | -0.2% | +169.6% | -169.8% | -3.8% |
| YTD | +19.6% | +164.6% | -145.0% | +15.2% |
| 1Y | +28.4% | +109.5% | -81.1% | +24.1% |
| All | +79.5% | +108.8% | -29.3% | +72.6% |
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