+4.4%
PEP vs NVD
-5.2%
+9.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.9% |
| 7D | +2.9% | +28.6% | -25.7% | +0.5% |
| 30D | +12.5% | +73.6% | -61.1% | +6.8% |
| 3M | +4.5% | +70.1% | -65.5% | -0.9% |
| 6M | -0.5% | +53.6% | -54.1% | -5.1% |
| YTD | +4.4% | -7.0% | +11.4% | +1.1% |
| 1Y | +4.4% | -9.0% | +13.3% | +1.3% |
| All | +4.4% | -5.2% | +9.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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