+136.9%
NI vs PENG
+597.2%
-460.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.0% | -1.2% |
| 7D | -0.9% | -19.4% | +18.5% | -0.2% |
| 30D | +9.6% | -42.4% | +52.0% | +12.0% |
| 3M | +2.5% | -25.6% | +28.1% | +3.2% |
| 6M | -5.8% | +7.3% | -13.1% | -8.1% |
| YTD | +8.6% | +113.9% | -105.3% | +1.5% |
| 1Y | +6.0% | +93.6% | -87.6% | -0.4% |
| 3Y | +91.0% | +170.2% | -79.2% | +72.0% |
| 5Y | +104.8% | +44.2% | +60.6% | +86.4% |
| All | +136.9% | +597.2% | -460.3% | +90.6% |
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