+645.0%
PENG vs NVMI
+1,201.7%
-556.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +4.4% |
| 7D | +34.6% | +16.9% | +17.7% | +21.0% |
| 30D | -35.9% | -4.3% | -31.7% | -32.2% |
| 3M | -14.7% | -19.3% | +4.6% | +1.2% |
| 6M | +13.5% | -33.6% | +47.1% | +57.3% |
| YTD | +156.1% | -0.2% | +156.4% | +168.0% |
| 1Y | +141.3% | +5.1% | +136.3% | +142.9% |
| 3Y | +223.4% | +193.2% | +30.2% | +40.1% |
| 5Y | +67.4% | +148.6% | -81.2% | -20.2% |
| All | +645.0% | +1,201.7% | -556.7% | +10.8% |
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