+501.5%
NVT vs PENG
+142.3%
+359.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.9% |
| 7D | +8.0% | +13.2% | -5.2% | +4.0% |
| 30D | -24.8% | -29.9% | +5.2% | -17.0% |
| 3M | -32.4% | -22.2% | -10.2% | -28.3% |
| 6M | -33.5% | -1.9% | -31.6% | -36.0% |
| YTD | +13.2% | +142.1% | -128.9% | -16.7% |
| 1Y | +9.0% | +151.5% | -142.5% | -20.7% |
| 3Y | +129.4% | +206.9% | -77.5% | +49.0% |
| 5Y | +230.1% | +58.2% | +171.8% | +135.0% |
| All | +501.5% | +142.3% | +359.3% | +219.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling