+712.5%
NVT vs PENG
+148.7%
+563.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -0.8% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -7.2% | -15.2% | +8.0% | -3.0% |
| 3M | -0.9% | -16.9% | +16.0% | +1.6% |
| 6M | +42.6% | +161.5% | -119.0% | +4.4% |
| YTD | +52.9% | +148.6% | -95.7% | +12.7% |
| 1Y | +64.5% | +89.6% | -25.2% | +29.2% |
| 3Y | +178.0% | +99.8% | +78.2% | +96.0% |
| 5Y | +402.8% | +100.9% | +301.9% | +236.1% |
| All | +712.5% | +148.7% | +563.8% | +331.8% |
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