+3.4%
PEP vs NVMI
+263.1%
-259.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.1% |
| 7D | -1.4% | +3.8% | -5.1% | -1.2% |
| 30D | -0.2% | -7.6% | +7.3% | -0.4% |
| 3M | -4.3% | -28.0% | +23.7% | -5.0% |
| 6M | -13.2% | -15.3% | +2.1% | -13.6% |
| YTD | -1.9% | +11.5% | -13.4% | -2.0% |
| 1Y | -0.3% | +31.6% | -31.9% | -0.4% |
| 3Y | -13.6% | +207.0% | -220.6% | -17.2% |
| 5Y | +3.4% | +262.8% | -259.5% | -3.3% |
| All | +3.4% | +263.1% | -259.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling