+37.2%
NEM vs PENG
+103.2%
-66.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -3.9% |
| 7D | +11.6% | -16.1% | +27.7% | +13.2% |
| 30D | +1.8% | -41.5% | +43.3% | +8.0% |
| 3M | +2.5% | -19.1% | +21.6% | +2.9% |
| 6M | +3.4% | +0.9% | +2.5% | -6.1% |
| YTD | +20.9% | +128.2% | -107.3% | -12.9% |
| 1Y | +37.2% | +98.6% | -61.4% | +1.0% |
| All | +37.2% | +103.2% | -66.0% | +1.0% |
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