+154.6%
NEM vs PENG
+115.2%
+39.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -2.5% |
| 7D | +0.3% | +4.5% | -4.3% | -0.2% |
| 30D | +23.1% | -7.1% | +30.2% | +23.7% |
| 3M | +18.5% | -27.3% | +45.7% | +20.6% |
| 6M | +7.8% | +169.6% | -161.8% | -5.9% |
| YTD | +29.1% | +164.6% | -135.5% | +12.7% |
| 1Y | +72.7% | +109.5% | -36.8% | +53.4% |
| 3Y | +248.7% | +98.9% | +149.8% | +199.3% |
| All | +154.6% | +115.2% | +39.4% | +95.8% |
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