+12.2%
NEE vs PENG
+115.2%
-103.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.2% | -1.0% |
| 7D | +1.9% | +4.5% | -2.6% | +1.8% |
| 30D | -2.2% | -7.1% | +5.0% | -2.0% |
| 3M | -1.2% | -27.3% | +26.1% | -0.7% |
| 6M | -8.6% | +169.6% | -178.1% | -13.7% |
| YTD | +6.2% | +164.6% | -158.4% | +0.2% |
| 1Y | +21.1% | +109.5% | -88.4% | +15.2% |
| 3Y | +36.4% | +98.9% | -62.5% | +27.1% |
| All | +12.2% | +115.2% | -103.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling