+42.8%
NBIX vs PENG
+97.1%
-54.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.3% |
| 7D | -1.1% | 0.0% | -1.1% | -1.2% |
| 30D | -3.3% | -15.2% | +11.9% | -2.3% |
| 3M | -2.7% | -16.9% | +14.3% | -2.9% |
| 6M | +20.6% | +161.5% | -141.0% | +6.6% |
| YTD | +10.4% | +148.6% | -138.2% | -2.3% |
| 1Y | +10.8% | +89.6% | -78.8% | +0.3% |
| All | +42.8% | +97.1% | -54.3% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling