-1.7%
PEP vs NVT
+71.6%
-73.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.9% | +0.4% |
| 7D | -1.0% | +4.1% | -5.0% | -0.3% |
| 30D | -0.7% | -5.1% | +4.5% | -1.3% |
| 3M | -4.1% | -1.2% | -3.0% | -3.6% |
| 6M | -13.1% | +46.6% | -59.6% | -9.6% |
| YTD | -2.1% | +60.0% | -62.1% | +3.2% |
| 1Y | -1.7% | +70.8% | -72.4% | +7.3% |
| All | -1.7% | +71.6% | -73.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling