-3.9%
PEP vs NVDX
+833.4%
-837.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.4% |
| 7D | +0.1% | +7.3% | -7.2% | +0.4% |
| 30D | +0.7% | -0.9% | +1.6% | +0.8% |
| 3M | -0.5% | +8.4% | -8.9% | +0.2% |
| 6M | -11.3% | +38.2% | -49.5% | -9.5% |
| YTD | -0.6% | +19.3% | -19.9% | +1.0% |
| 1Y | +1.7% | +33.3% | -31.6% | +4.0% |
| All | -3.9% | +833.4% | -837.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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