+358.3%
NEM vs PENG
+597.2%
-238.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.4% | -11.4% | -0.2% |
| 7D | +13.4% | -19.4% | +32.9% | +15.0% |
| 30D | +6.5% | -42.4% | +48.9% | +11.5% |
| 3M | +14.9% | -25.6% | +40.6% | +16.5% |
| 6M | +5.5% | +7.3% | -1.8% | +1.1% |
| YTD | +21.9% | +113.9% | -92.0% | +8.3% |
| 1Y | +47.9% | +93.6% | -45.7% | +32.5% |
| 3Y | +238.2% | +170.2% | +68.0% | +186.2% |
| 5Y | +146.2% | +44.2% | +102.0% | +111.6% |
| All | +358.3% | +597.2% | -238.9% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling