+67.6%
NVTS vs PENG
+222.1%
-154.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +10.3% | -3.0% | +1.1% |
| 7D | +7.9% | +1.9% | +6.1% | +6.2% |
| 30D | +0.8% | -37.8% | +38.6% | +31.8% |
| 3M | -26.0% | -14.1% | -11.9% | -22.7% |
| 6M | -55.5% | +13.1% | -68.7% | -63.2% |
| YTD | +41.0% | +151.8% | -110.8% | -33.0% |
| 1Y | +10.4% | +136.0% | -125.6% | -45.3% |
| All | +67.6% | +222.1% | -154.6% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling