+7.8%
NEM vs PENG
+170.4%
-162.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -2.6% |
| 7D | +0.3% | +4.5% | -4.3% | -0.3% |
| 30D | +23.1% | -7.1% | +30.2% | +23.8% |
| 3M | +18.5% | -27.3% | +45.7% | +21.2% |
| 6M | +7.8% | +169.6% | -161.8% | -22.6% |
| All | +7.8% | +170.4% | -162.6% | -22.6% |
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