+112.5%
NET vs PENG
+115.2%
-2.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -4.3% |
| 7D | -7.0% | +4.5% | -11.5% | -8.5% |
| 30D | -4.8% | -7.1% | +2.3% | -2.7% |
| 3M | +3.8% | -27.3% | +31.1% | +9.4% |
| 6M | +50.0% | +169.6% | -119.5% | -12.9% |
| YTD | +41.5% | +164.6% | -123.1% | -18.6% |
| 1Y | +32.8% | +109.5% | -76.6% | -16.7% |
| 3Y | +335.9% | +98.9% | +237.0% | +131.0% |
| All | +112.5% | +115.2% | -2.8% | +13.3% |
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