+71.1%
NEE vs PENG
+227.7%
-156.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -3.4% | +34.6% | -38.0% | -3.3% |
| 30D | +9.0% | -35.9% | +45.0% | +9.4% |
| 3M | +0.2% | -14.7% | +14.9% | +0.1% |
| 6M | -8.5% | +13.5% | -22.0% | -9.2% |
| YTD | +8.6% | +156.1% | -147.6% | +5.9% |
| 1Y | +2.2% | +141.3% | -139.2% | -0.3% |
| All | +71.1% | +227.7% | -156.6% | +56.2% |
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