+430.9%
NVT vs PENG
+107.7%
+323.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +10.4% | +7.8% | +2.6% | +8.1% |
| 30D | -1.3% | -12.2% | +10.9% | +2.2% |
| 3M | -0.6% | -20.6% | +20.0% | +3.1% |
| 6M | +53.8% | +180.9% | -127.2% | +10.6% |
| YTD | +60.2% | +162.3% | -102.1% | +16.6% |
| 1Y | +76.8% | +107.3% | -30.5% | +35.7% |
| 3Y | +191.2% | +110.8% | +80.5% | +102.8% |
| 5Y | +430.9% | +117.8% | +313.1% | +266.0% |
| All | +430.9% | +107.7% | +323.2% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling