+141.8%
NI vs PENG
+661.7%
-519.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.3% | -7.2% | +1.6% |
| 7D | +0.4% | -3.8% | +4.2% | +0.4% |
| 30D | +11.3% | -40.1% | +51.4% | +13.5% |
| 3M | +6.5% | -21.8% | +28.3% | +6.9% |
| 6M | -2.3% | +3.3% | -5.6% | -4.3% |
| YTD | +10.8% | +133.6% | -122.8% | +3.2% |
| 1Y | +6.2% | +110.7% | -104.5% | -0.6% |
| 3Y | +98.7% | +204.3% | -105.6% | +77.8% |
| 5Y | +111.3% | +54.4% | +57.0% | +91.8% |
| All | +141.8% | +661.7% | -519.9% | +93.8% |
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