+76.0%
PEP vs NVT
+694.8%
-618.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -1.4% | +2.0% | -3.4% | -1.6% |
| 30D | -0.2% | -7.2% | +7.0% | +0.4% |
| 3M | -4.3% | -0.9% | -3.4% | -4.8% |
| 6M | -13.2% | +42.6% | -55.8% | -17.8% |
| YTD | -1.9% | +52.9% | -54.8% | -8.1% |
| 1Y | -0.3% | +64.5% | -64.8% | -7.9% |
| 3Y | -13.6% | +178.0% | -191.6% | -29.1% |
| 5Y | +3.4% | +402.8% | -399.4% | -26.7% |
| All | +76.0% | +694.8% | -618.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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