-1.6%
PEP vs NVD
+21.3%
-22.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.9% |
| 7D | +1.1% | +27.3% | -26.3% | -1.9% |
| 30D | +13.6% | +59.9% | -46.3% | +7.4% |
| 3M | +5.1% | +39.4% | -34.3% | +0.3% |
| 6M | -1.6% | +27.6% | -29.2% | -5.6% |
| All | -1.6% | +21.3% | -22.9% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling