-13.1%
PEP vs NVTS
+41.3%
-54.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -0.6% |
| 7D | -1.4% | +2.7% | -4.1% | -1.4% |
| 30D | +0.2% | -4.5% | +4.7% | +0.2% |
| 3M | -1.1% | -61.5% | +60.4% | -1.4% |
| 6M | -13.5% | +28.0% | -41.5% | -13.6% |
| YTD | -1.2% | +65.3% | -66.5% | -1.3% |
| 1Y | -1.6% | +113.0% | -114.6% | -1.7% |
| All | -13.1% | +41.3% | -54.4% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling