+143.4%
PEG vs NVMI
+3,158.6%
-3,015.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -3.7% | -8.4% | +4.7% | -3.1% |
| 3M | -7.3% | -33.6% | +26.3% | -4.6% |
| 6M | -10.5% | -14.7% | +4.2% | -10.3% |
| YTD | -7.5% | +13.2% | -20.7% | -9.9% |
| 1Y | -8.7% | +29.0% | -37.7% | -12.5% |
| 3Y | +31.4% | +215.0% | -183.6% | +12.3% |
| 5Y | +37.8% | +268.6% | -230.8% | +12.8% |
| All | +143.4% | +3,158.6% | -3,015.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling