+205.1%
NVS vs PENG
+762.7%
-557.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.2% |
| 7D | +4.0% | +4.5% | -0.5% | +3.8% |
| 30D | +3.6% | -7.1% | +10.7% | +3.8% |
| 3M | +7.8% | -27.3% | +35.1% | +8.6% |
| 6M | -0.2% | +169.6% | -169.8% | -8.0% |
| YTD | +19.6% | +164.6% | -145.0% | +10.2% |
| 1Y | +28.4% | +109.5% | -81.1% | +19.7% |
| 3Y | +76.2% | +98.9% | -22.7% | +59.9% |
| 5Y | +111.1% | +116.3% | -5.2% | +86.5% |
| All | +205.1% | +762.7% | -557.6% | +133.7% |
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