+1,806.2%
PEG vs NVS
+1,076.7%
+729.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -0.1% | -15.4% | +15.3% | +4.6% |
| 30D | -1.7% | -12.3% | +10.6% | +1.6% |
| 3M | -6.8% | -7.8% | +1.0% | -5.3% |
| 6M | -11.4% | -13.0% | +1.6% | -8.4% |
| YTD | -7.2% | +2.8% | -10.0% | -9.0% |
| 1Y | -6.1% | +10.6% | -16.8% | -10.1% |
| 3Y | +31.8% | +55.1% | -23.3% | +12.6% |
| 5Y | +35.6% | +91.7% | -56.1% | +8.0% |
| 10Y | +148.7% | +181.2% | -32.5% | +74.9% |
| All | +1,806.2% | +1,076.7% | +729.5% | +900.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling