+6.4%
NI vs PENG
+120.3%
-113.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.3% | -9.8% | +0.5% |
| 7D | +0.6% | +1.9% | -1.3% | +0.5% |
| 30D | +11.2% | -37.8% | +49.0% | +11.5% |
| 3M | +9.2% | -14.1% | +23.3% | +9.1% |
| 6M | -1.8% | +13.1% | -15.0% | -3.1% |
| YTD | +12.0% | +151.8% | -139.8% | +6.3% |
| 1Y | +6.4% | +136.0% | -129.5% | +1.1% |
| All | +6.4% | +120.3% | -113.8% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling