+144.4%
NI vs PENG
+720.8%
-576.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.8% | +0.1% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | +11.2% | -37.8% | +49.0% | +13.2% |
| 3M | +9.2% | -14.1% | +23.3% | +9.2% |
| 6M | -1.8% | +13.1% | -15.0% | -4.3% |
| YTD | +12.0% | +151.8% | -139.8% | +3.9% |
| 1Y | +6.4% | +136.0% | -129.5% | -0.9% |
| 3Y | +99.4% | +217.9% | -118.6% | +78.2% |
| 5Y | +113.1% | +64.1% | +49.0% | +93.0% |
| All | +144.4% | +720.8% | -576.4% | +95.1% |
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