+633.0%
PEP vs NVMI
+1,965.6%
-1,332.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.7% | -8.4% | +7.7% | -0.5% |
| 3M | -4.1% | -33.6% | +29.4% | -3.5% |
| 6M | -13.1% | -14.7% | +1.6% | -13.1% |
| YTD | -2.1% | +13.2% | -15.3% | -2.8% |
| 1Y | -1.7% | +29.0% | -30.7% | -2.7% |
| 3Y | -15.1% | +215.0% | -230.1% | -18.4% |
| 5Y | +3.1% | +268.6% | -265.4% | -1.7% |
| 10Y | +78.6% | +3,124.7% | -3,046.1% | +63.0% |
| All | +633.0% | +1,965.6% | -1,332.6% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling