+32.8%
NET vs PENG
+118.5%
-85.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -2.9% |
| 7D | -7.0% | +4.5% | -11.5% | -7.6% |
| 30D | -4.8% | -7.1% | +2.3% | -3.9% |
| 3M | +3.8% | -27.3% | +31.1% | +6.4% |
| 6M | +50.0% | +169.6% | -119.5% | +15.2% |
| YTD | +41.5% | +164.6% | -123.1% | +7.4% |
| 1Y | +32.8% | +109.5% | -76.6% | -1.0% |
| All | +32.8% | +118.5% | -85.7% | -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