-48.5%
NVTS vs PENG
+66.2%
-114.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -6.1% |
| 7D | +21.6% | +34.6% | -13.0% | +1.0% |
| 30D | -8.5% | -35.9% | +27.4% | +18.3% |
| 3M | -31.4% | -14.7% | -16.7% | -28.0% |
| 6M | -50.3% | +13.5% | -63.9% | -59.1% |
| YTD | +33.9% | +156.1% | -122.2% | -37.6% |
| 1Y | +10.6% | +141.3% | -130.7% | -46.4% |
| 3Y | +52.7% | +223.4% | -170.7% | -43.9% |
| 5Y | -48.5% | +67.4% | -115.9% | -75.1% |
| All | -48.5% | +66.2% | -114.7% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling