+4.4%
PEP vs NVTS
+6.9%
-2.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +1.9% |
| 7D | +2.9% | +3.9% | -1.0% | +3.1% |
| 30D | +12.5% | -4.3% | +16.8% | +12.6% |
| 3M | +4.5% | -34.5% | +39.0% | +3.2% |
| 6M | -0.5% | -57.7% | +57.2% | -2.3% |
| YTD | +4.4% | +25.4% | -20.9% | +5.9% |
| 1Y | +4.4% | +13.1% | -8.8% | +5.7% |
| All | +4.4% | +6.9% | -2.5% | +5.7% |
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