+33.9%
PEG vs NVDX
+815.5%
-781.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.3% |
| 7D | -0.1% | -0.9% | +0.8% | -0.1% |
| 30D | -1.7% | +3.0% | -4.7% | -1.9% |
| 3M | -6.8% | +6.8% | -13.6% | -7.1% |
| 6M | -11.4% | +28.6% | -40.0% | -12.5% |
| YTD | -7.2% | +17.0% | -24.2% | -8.3% |
| 1Y | -6.1% | +27.0% | -33.1% | -7.8% |
| All | +33.9% | +815.5% | -781.7% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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