-9.1%
NVTS vs PEG
+36.6%
-45.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -0.9% | -0.6% | -1.1% |
| 30D | -16.5% | -3.7% | -12.8% | -15.3% |
| 3M | -47.6% | -7.3% | -40.4% | -46.3% |
| 6M | +7.3% | -10.5% | +17.8% | +11.3% |
| YTD | +62.9% | -7.5% | +70.4% | +65.8% |
| 1Y | +91.3% | -8.7% | +100.0% | +96.6% |
| 3Y | +43.4% | +31.4% | +12.0% | +20.7% |
| All | -9.1% | +36.6% | -45.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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