+522.0%
PENG vs NVMI
+1,144.3%
-622.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +11.7% | +0.7% | +4.1% |
| 7D | -19.4% | +0.3% | -19.8% | -18.6% |
| 30D | -42.4% | -17.1% | -25.3% | -33.0% |
| 3M | -25.6% | -17.9% | -7.8% | -12.8% |
| 6M | +7.3% | -41.4% | +48.7% | +61.0% |
| YTD | +113.9% | -4.6% | +118.5% | +130.6% |
| 1Y | +93.6% | -0.3% | +93.8% | +101.8% |
| 3Y | +170.2% | +214.5% | -44.2% | +10.5% |
| 5Y | +44.2% | +148.5% | -104.3% | -31.4% |
| All | +522.0% | +1,144.3% | -622.3% | -4.7% |
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 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