-7.5%
NEE vs PENG
+11.1%
-18.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -1.1% |
| 7D | +3.9% | -19.4% | +23.3% | +3.4% |
| 30D | +12.8% | -42.4% | +55.2% | +12.1% |
| 3M | +3.6% | -25.6% | +29.2% | +2.9% |
| 6M | -7.5% | +7.3% | -14.8% | -13.2% |
| All | -7.5% | +11.1% | -18.6% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling