-0.3%
PEP vs NVTS
-17.0%
+16.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.3% |
| 7D | -1.7% | +3.5% | -5.2% | -1.7% |
| 30D | +0.3% | -11.9% | +12.2% | +0.3% |
| 3M | -3.2% | -49.2% | +46.0% | -3.4% |
| 6M | -13.6% | +38.4% | -52.0% | -13.7% |
| YTD | -1.9% | +62.5% | -64.3% | -2.1% |
| 1Y | -0.6% | +101.4% | -102.0% | -0.9% |
| 3Y | -13.6% | +40.4% | -54.0% | -13.6% |
| All | -0.3% | -17.0% | +16.7% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling