+579.6%
PENG vs NVMI
+1,224.0%
-644.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.4% | +2.8% | +4.7% |
| 7D | -3.8% | +9.6% | -13.4% | -8.7% |
| 30D | -40.1% | -5.6% | -34.5% | -36.2% |
| 3M | -21.8% | -15.2% | -6.6% | -10.3% |
| 6M | +3.3% | -36.1% | +39.4% | +46.1% |
| YTD | +133.6% | +1.5% | +132.2% | +141.4% |
| 1Y | +110.7% | +8.3% | +102.4% | +107.7% |
| 3Y | +204.3% | +212.6% | -8.3% | +25.7% |
| 5Y | +54.4% | +158.4% | -104.1% | -28.4% |
| All | +579.6% | +1,224.0% | -644.4% | -0.2% |
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