-26.7%
NVTS vs PENG
+74.2%
-100.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.6% |
| 7D | +9.6% | -16.1% | +25.7% | +20.6% |
| 30D | -13.0% | -41.5% | +28.5% | +18.9% |
| 3M | -28.8% | -19.1% | -9.7% | -22.7% |
| 6M | -48.5% | +0.9% | -49.4% | -54.4% |
| YTD | +31.4% | +128.2% | -96.8% | -34.0% |
| 1Y | -2.3% | +98.6% | -100.9% | -46.2% |
| 3Y | +49.8% | +188.2% | -138.3% | -40.7% |
| 5Y | -43.2% | +55.5% | -98.7% | -70.4% |
| All | -26.7% | +74.2% | -100.9% | -62.7% |
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