-0.2%
NVTS vs PENG
+108.0%
-108.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.3% | +2.0% | +5.9% |
| 7D | +20.8% | -3.8% | +24.6% | +21.7% |
| 30D | -11.1% | -40.1% | +29.0% | +16.7% |
| 3M | -31.0% | -21.8% | -9.2% | -24.2% |
| 6M | -47.4% | +3.3% | -50.7% | -53.8% |
| YTD | +34.2% | +133.6% | -99.5% | -35.9% |
| All | -0.2% | +108.0% | -108.2% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling