+31.4%
PEG vs NVMI
+207.9%
-176.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -3.7% | -8.4% | +4.7% | -3.4% |
| 3M | -7.3% | -33.6% | +26.3% | -5.8% |
| 6M | -10.5% | -14.7% | +4.2% | -10.5% |
| YTD | -7.5% | +13.2% | -20.7% | -9.2% |
| 1Y | -8.7% | +29.0% | -37.7% | -11.3% |
| 3Y | +31.4% | +215.0% | -183.6% | +19.9% |
| All | +31.4% | +207.9% | -176.5% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling