+143.4%
PEG vs NVS
+179.5%
-36.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.9% | -14.3% | +13.4% | +3.7% |
| 30D | -3.7% | -10.0% | +6.2% | -1.2% |
| 3M | -7.3% | -10.9% | +3.6% | -4.6% |
| 6M | -10.5% | -12.0% | +1.5% | -7.7% |
| YTD | -7.5% | +2.5% | -10.0% | -9.8% |
| 1Y | -8.7% | +10.7% | -19.4% | -13.6% |
| 3Y | +31.4% | +53.3% | -21.9% | +8.8% |
| 5Y | +37.8% | +93.6% | -55.8% | +3.0% |
| All | +143.4% | +179.5% | -36.1% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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