+750.3%
NVT vs PEG
+94.5%
+655.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.8% | +4.7% |
| 7D | +4.1% | -0.9% | +5.0% | +4.7% |
| 30D | -5.1% | -3.7% | -1.4% | -2.8% |
| 3M | -1.2% | -7.3% | +6.1% | +3.3% |
| 6M | +46.6% | -10.5% | +57.1% | +56.0% |
| YTD | +60.0% | -7.5% | +67.5% | +66.2% |
| 1Y | +70.8% | -8.7% | +79.5% | +78.2% |
| 3Y | +187.5% | +31.4% | +156.2% | +131.4% |
| 5Y | +426.1% | +37.8% | +388.4% | +300.8% |
| All | +750.3% | +94.5% | +655.8% | +405.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling