+669.7%
PENG vs NVMI
+1,378.3%
-708.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.5% | +0.9% | +2.6% |
| 7D | +4.5% | +6.6% | -2.1% | 0.0% |
| 30D | -7.1% | -7.5% | +0.4% | -1.8% |
| 3M | -27.3% | -28.5% | +1.2% | -6.2% |
| 6M | +169.6% | -15.7% | +185.3% | +211.6% |
| YTD | +164.6% | +13.3% | +151.3% | +148.2% |
| 1Y | +109.5% | +48.3% | +61.2% | +61.5% |
| 3Y | +98.9% | +191.2% | -92.3% | -14.2% |
| 5Y | +116.3% | +268.7% | -152.4% | -24.3% |
| All | +669.7% | +1,378.3% | -708.7% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling