-7.8%
NVTS vs PENG
+102.0%
-109.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.4% | -0.1% | +2.2% |
| 7D | +2.7% | +4.5% | -1.8% | -0.1% |
| 30D | -4.5% | -7.1% | +2.7% | +0.3% |
| 3M | -61.5% | -27.3% | -34.3% | -55.0% |
| 6M | +28.0% | +169.6% | -141.6% | -38.6% |
| YTD | +65.3% | +164.6% | -99.4% | -20.4% |
| 1Y | +113.0% | +109.5% | +3.5% | +18.8% |
| 3Y | +34.7% | +98.9% | -64.2% | -34.8% |
| All | -7.8% | +102.0% | -109.8% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling