+206.9%
PENG vs NVMI
+183.9%
+23.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -3.4% |
| 7D | +13.2% | +1.5% | +11.7% | +12.4% |
| 30D | -29.9% | -4.1% | -25.9% | -26.4% |
| 3M | -22.2% | -22.8% | +0.5% | -6.0% |
| 6M | -1.9% | -36.9% | +35.0% | +37.0% |
| YTD | +142.1% | -3.2% | +145.3% | +168.0% |
| 1Y | +151.5% | +7.1% | +144.4% | +162.8% |
| 3Y | +206.9% | +181.5% | +25.4% | +68.5% |
| All | +206.9% | +183.9% | +23.1% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling