+32.6%
NET vs PENG
+72.0%
-39.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.1% | +6.5% | +0.6% |
| 7D | -16.4% | -20.5% | +4.1% | -9.7% |
| 30D | -25.8% | -20.4% | -5.5% | -21.0% |
| 3M | -11.5% | -16.4% | +4.9% | -8.7% |
| 6M | +18.9% | +49.2% | -30.3% | -12.8% |
| YTD | +35.2% | +147.2% | -112.0% | -23.1% |
| 1Y | +14.5% | +124.7% | -110.2% | -32.2% |
| 3Y | +313.8% | +230.3% | +83.6% | +70.1% |
| 5Y | +32.6% | +71.4% | -38.8% | -29.2% |
| All | +32.6% | +72.0% | -39.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling