+85.4%
PEP vs NVT
+498.9%
-413.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.5% | 0.0% |
| 7D | +1.1% | +3.5% | -2.4% | +0.7% |
| 30D | +13.6% | -28.2% | +41.8% | +16.2% |
| 3M | +5.1% | -30.1% | +35.2% | +7.5% |
| 6M | -1.6% | -32.5% | +30.9% | +0.6% |
| YTD | +3.3% | +15.2% | -11.9% | -1.5% |
| 1Y | +3.2% | +7.2% | -4.0% | -0.9% |
| 3Y | -3.9% | +134.2% | -138.1% | -21.5% |
| 5Y | +4.0% | +238.3% | -234.3% | -23.0% |
| All | +85.4% | +498.9% | -413.5% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling