+662.8%
PENG vs NVMI
+1,398.3%
-735.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.8% |
| 7D | +7.8% | +11.7% | -3.9% | -0.2% |
| 30D | -12.2% | -4.0% | -8.2% | -9.4% |
| 3M | -20.6% | -25.8% | +5.1% | -0.8% |
| 6M | +180.9% | -8.3% | +189.3% | +207.3% |
| YTD | +162.3% | +14.8% | +147.4% | +143.7% |
| 1Y | +107.3% | +37.9% | +69.4% | +68.1% |
| 3Y | +110.8% | +216.3% | -105.5% | -14.4% |
| 5Y | +117.8% | +277.2% | -159.4% | -25.1% |
| All | +662.8% | +1,398.3% | -735.4% | +0.7% |
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