+107.3%
PENG vs NVMI
+42.2%
+65.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.0% |
| 7D | +7.8% | +11.7% | -3.9% | -1.6% |
| 30D | -12.2% | -4.0% | -8.2% | -8.9% |
| 3M | -20.6% | -25.8% | +5.1% | +1.1% |
| 6M | +180.9% | -8.3% | +189.3% | +222.2% |
| YTD | +162.3% | +14.8% | +147.4% | +163.3% |
| 1Y | +107.3% | +37.9% | +69.4% | +84.9% |
| All | +107.3% | +42.2% | +65.1% | +84.9% |
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