-30.1%
NVTS vs PEG
+43.2%
-73.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -6.9% |
| 7D | +3.9% | +4.5% | -0.6% | +2.2% |
| 30D | -4.3% | +7.5% | -11.9% | -7.3% |
| 3M | -34.5% | +0.8% | -35.3% | -34.8% |
| 6M | -57.7% | 0.0% | -57.7% | -58.0% |
| YTD | +25.4% | -3.0% | +28.4% | +25.0% |
| 1Y | +13.1% | -4.7% | +17.9% | +13.9% |
| 3Y | +48.9% | +36.5% | +12.4% | +23.0% |
| 5Y | -51.8% | +44.4% | -96.1% | -60.6% |
| All | -30.1% | +43.2% | -73.3% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling