+242.4%
NBIX vs PENG
+689.3%
-446.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.6% |
| 7D | +1.7% | +13.2% | -11.5% | +0.2% |
| 30D | +23.2% | -29.9% | +53.1% | +27.1% |
| 3M | +11.0% | -22.2% | +33.2% | +12.3% |
| 6M | +3.8% | -1.9% | +5.7% | -0.6% |
| YTD | +18.0% | +142.1% | -124.1% | -0.3% |
| 1Y | +16.1% | +151.5% | -135.4% | -2.5% |
| 3Y | +51.8% | +206.9% | -155.1% | +19.7% |
| 5Y | +90.2% | +58.2% | +32.0% | +55.6% |
| All | +242.4% | +689.3% | -446.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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