+137.6%
NVS vs PENG
+56.2%
+81.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | +0.5% |
| 7D | +1.3% | -3.8% | +5.1% | +1.3% |
| 30D | +13.9% | -40.1% | +54.0% | +14.8% |
| 3M | +4.7% | -21.8% | +26.5% | +4.8% |
| 6M | +12.1% | +3.3% | +8.8% | +10.0% |
| YTD | +22.3% | +133.6% | -111.3% | +15.6% |
| 1Y | +33.5% | +110.7% | -77.2% | +26.6% |
| 3Y | +94.7% | +204.3% | -109.5% | +78.3% |
| 5Y | +137.6% | +54.4% | +83.2% | +119.5% |
| All | +137.6% | +56.2% | +81.3% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling