+3.7%
PEP vs NVTS
-9.1%
+12.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.0% | -5.2% | +4.1% |
| 7D | +7.4% | -0.3% | +7.7% | +7.4% |
| 30D | +13.3% | -24.4% | +37.7% | +12.3% |
| 3M | +3.5% | -26.5% | +30.0% | +2.6% |
| 6M | -5.9% | -41.4% | +35.5% | -6.8% |
| YTD | +2.3% | +30.7% | -28.4% | +3.4% |
| 1Y | +3.7% | -10.8% | +14.5% | +4.2% |
| All | +3.7% | -9.1% | +12.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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