+0.9%
PEP vs NVTS
-14.2%
+15.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +0.1% | +9.7% | -9.6% | +0.1% |
| 30D | +0.7% | -13.6% | +14.3% | +0.6% |
| 3M | -0.5% | -51.0% | +50.4% | -0.6% |
| 6M | -11.3% | +46.3% | -57.6% | -11.5% |
| YTD | -0.6% | +68.1% | -68.7% | -0.8% |
| 1Y | +1.7% | +113.9% | -112.2% | +1.3% |
| 3Y | -12.5% | +45.3% | -57.8% | -12.4% |
| All | +0.9% | -14.2% | +15.1% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling