+682.0%
PEP vs NVMI
+1,665.9%
-983.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.3% |
| 7D | +2.9% | +1.5% | +1.4% | +2.9% |
| 30D | +12.5% | -4.1% | +16.6% | +12.5% |
| 3M | +4.5% | -22.8% | +27.3% | +4.9% |
| 6M | -0.5% | -36.9% | +36.4% | +0.1% |
| YTD | +4.4% | -3.2% | +7.6% | +3.9% |
| 1Y | +4.4% | +7.1% | -2.7% | +3.6% |
| 3Y | -3.4% | +181.5% | -184.9% | -7.0% |
| 5Y | +5.2% | +141.2% | -136.0% | +1.2% |
| 10Y | +92.1% | +2,463.4% | -2,371.3% | +75.9% |
| All | +682.0% | +1,665.9% | -983.8% | +566.2% |
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