+3.9%
PEP vs NVT
+425.5%
-421.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.7% |
| 7D | +0.1% | +10.4% | -10.3% | +0.2% |
| 30D | +0.7% | -1.3% | +1.9% | +0.6% |
| 3M | -0.5% | -0.6% | +0.1% | -0.5% |
| 6M | -11.3% | +53.8% | -65.1% | -12.2% |
| YTD | -0.6% | +60.2% | -60.8% | -1.7% |
| 1Y | +1.7% | +76.8% | -75.1% | 0.0% |
| 3Y | -12.5% | +191.2% | -203.7% | -19.4% |
| 5Y | +3.9% | +430.9% | -427.0% | -15.8% |
| All | +3.9% | +425.5% | -421.6% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling