-0.1%
NEM vs PENG
-3.5%
+3.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -4.0% |
| 7D | +11.6% | -16.1% | +27.7% | +12.5% |
| 30D | +1.8% | -41.5% | +43.3% | +5.8% |
| 3M | +2.5% | -19.1% | +21.6% | +2.7% |
| All | -0.1% | -3.5% | +3.4% | -10.7% |
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