+103.1%
NI vs PENG
+209.7%
-106.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.6% |
| 7D | +4.3% | +13.2% | -8.9% | +4.2% |
| 30D | +12.4% | -29.9% | +42.3% | +12.7% |
| 3M | +10.2% | -22.2% | +32.4% | +10.3% |
| 6M | -0.8% | -1.9% | +1.1% | -1.5% |
| YTD | +13.2% | +142.1% | -128.9% | +10.1% |
| 1Y | +10.1% | +151.5% | -141.4% | +6.9% |
| 3Y | +103.1% | +206.9% | -103.8% | +79.9% |
| All | +103.1% | +209.7% | -106.6% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling