+124.7%
PENG vs NVMI
-11.6%
+136.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.4% | -6.7% | -6.9% |
| 7D | -20.5% | -11.8% | -8.7% | -10.6% |
| 30D | -20.4% | -24.8% | +4.5% | +2.4% |
| 3M | -16.4% | -28.6% | +12.2% | +12.6% |
| 6M | +49.2% | -40.0% | +89.2% | +135.2% |
| YTD | +147.2% | -10.1% | +157.2% | +210.3% |
| 1Y | +124.7% | -9.8% | +134.4% | +181.3% |
| All | +124.7% | -11.6% | +136.3% | +181.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling