+77.3%
PEP vs NVT
+699.2%
-622.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -0.9% |
| 7D | -1.4% | +5.1% | -6.5% | -1.9% |
| 30D | +0.2% | -3.7% | +3.9% | +0.5% |
| 3M | -1.1% | -10.1% | +9.0% | -0.6% |
| 6M | -13.5% | +37.5% | -50.9% | -17.6% |
| YTD | -1.2% | +53.7% | -54.9% | -7.4% |
| 1Y | -1.6% | +70.9% | -72.4% | -9.5% |
| 3Y | -12.5% | +180.4% | -192.9% | -28.3% |
| 5Y | +3.0% | +393.5% | -390.4% | -26.6% |
| All | +77.3% | +699.2% | -622.0% | +6.0% |
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