-14.3%
PEP vs NVDL
+2,657.6%
-2,671.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.4% |
| 7D | +0.1% | +7.3% | -7.2% | +0.4% |
| 30D | +0.7% | -0.7% | +1.3% | +0.8% |
| 3M | -0.5% | +9.5% | -10.0% | +0.2% |
| 6M | -11.3% | +41.6% | -52.9% | -9.7% |
| YTD | -0.6% | +23.3% | -23.9% | +0.9% |
| 1Y | +1.7% | +40.3% | -38.6% | +3.8% |
| 3Y | -12.5% | +692.2% | -704.7% | -7.4% |
| All | -14.3% | +2,657.6% | -2,671.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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