+119.5%
NVT vs PENG
+184.4%
-64.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +12.4% | -4.4% | +3.9% |
| 7D | -15.7% | -19.4% | +3.8% | -9.8% |
| 30D | -36.6% | -42.4% | +5.8% | -25.0% |
| 3M | -34.8% | -25.6% | -9.2% | -29.2% |
| 6M | -38.2% | +7.3% | -45.5% | -42.3% |
| YTD | +4.8% | +113.9% | -109.0% | -21.8% |
| 1Y | -2.8% | +93.6% | -96.4% | -25.4% |
| 3Y | +119.5% | +170.2% | -50.7% | +39.2% |
| All | +119.5% | +184.4% | -64.8% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling