+489.9%
NVT vs PENG
+128.3%
+361.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.0% |
| 7D | -13.0% | -16.1% | +3.1% | -8.5% |
| 30D | -32.7% | -41.5% | +8.8% | -21.9% |
| 3M | -30.6% | -19.1% | -11.5% | -26.9% |
| 6M | -33.6% | +0.9% | -34.5% | -36.5% |
| YTD | +11.0% | +128.2% | -117.2% | -16.7% |
| 1Y | +0.8% | +98.6% | -97.8% | -21.6% |
| 3Y | +125.7% | +188.2% | -62.5% | +49.5% |
| 5Y | +231.1% | +55.5% | +175.6% | +137.5% |
| All | +489.9% | +128.3% | +361.6% | +219.1% |
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