+75.3%
PEP vs NVS
+179.5%
-104.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.0% | -14.3% | +13.3% | +4.7% |
| 30D | -0.7% | -10.0% | +9.3% | +2.6% |
| 3M | -4.1% | -10.9% | +6.7% | -0.7% |
| 6M | -13.1% | -12.0% | -1.1% | -9.7% |
| YTD | -2.1% | +2.5% | -4.6% | -5.0% |
| 1Y | -1.7% | +10.7% | -12.3% | -8.1% |
| 3Y | -15.1% | +53.3% | -68.4% | -32.6% |
| 5Y | +3.1% | +93.6% | -90.5% | -28.1% |
| All | +75.3% | +179.5% | -104.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling