+219.5%
NBIX vs PENG
+752.7%
-533.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.8% |
| 7D | +0.4% | -1.2% | +1.5% | +0.5% |
| 30D | -0.2% | -12.9% | +12.7% | +1.2% |
| 3M | -4.0% | -20.5% | +16.5% | -3.4% |
| 6M | +20.6% | +176.8% | -156.2% | +2.1% |
| YTD | +10.1% | +161.6% | -151.4% | -6.5% |
| 1Y | +8.8% | +95.6% | -86.9% | -4.6% |
| 3Y | +42.5% | +111.9% | -69.4% | +16.9% |
| 5Y | +61.5% | +111.4% | -49.9% | +28.1% |
| All | +219.5% | +752.7% | -533.1% | +99.3% |
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