+137.2%
PENG vs NVMI
+8.0%
+129.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.6% | +5.7% | +6.0% |
| 7D | +1.9% | +15.3% | -13.5% | -9.5% |
| 30D | -37.8% | +0.1% | -37.8% | -36.3% |
| 3M | -14.1% | -14.0% | -0.1% | -0.5% |
| 6M | +13.1% | -35.2% | +48.4% | +65.2% |
| YTD | +151.8% | +3.7% | +148.1% | +183.3% |
| All | +137.2% | +8.0% | +129.3% | +157.8% |
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 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