+27.3%
NEM vs PENG
+130.4%
-103.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.0% |
| 7D | -6.4% | +13.2% | -19.6% | -7.8% |
| 30D | +1.4% | -29.9% | +31.3% | +5.0% |
| 3M | -0.7% | -22.2% | +21.5% | +0.5% |
| 6M | -4.5% | -1.9% | -2.6% | -12.2% |
| YTD | +14.0% | +142.1% | -128.1% | -20.0% |
| 1Y | +27.3% | +151.5% | -124.2% | -11.2% |
| All | +27.3% | +130.4% | -103.1% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling