-32.7%
NVTS vs PENG
+63.2%
-96.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +12.4% | -2.8% | +1.8% |
| 7D | +1.5% | -19.4% | +21.0% | +14.3% |
| 30D | -23.8% | -42.4% | +18.6% | +4.7% |
| 3M | -30.6% | -25.6% | -4.9% | -20.5% |
| 6M | -48.4% | +7.3% | -55.7% | -56.1% |
| YTD | +20.6% | +113.9% | -93.3% | -37.0% |
| 1Y | -2.5% | +93.6% | -96.1% | -45.5% |
| 3Y | +44.0% | +170.2% | -126.2% | -40.7% |
| 5Y | -42.6% | +44.2% | -86.8% | -68.8% |
| All | -32.7% | +63.2% | -96.0% | -64.4% |
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 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