+1,449.6%
NET vs PENG
+232.1%
+1,217.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -4.0% |
| 7D | -7.0% | +4.5% | -11.5% | -8.3% |
| 30D | -4.8% | -7.1% | +2.3% | -2.9% |
| 3M | +3.8% | -27.3% | +31.1% | +9.0% |
| 6M | +50.0% | +169.6% | -119.5% | -4.9% |
| YTD | +41.5% | +164.6% | -123.1% | -10.9% |
| 1Y | +32.8% | +109.5% | -76.6% | -10.0% |
| 3Y | +335.9% | +98.9% | +237.0% | +161.0% |
| 5Y | +113.8% | +116.3% | -2.4% | +22.0% |
| All | +1,449.6% | +232.1% | +1,217.4% | +615.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling