+118.0%
NOK vs PENG
+118.5%
-0.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.8% | +0.7% |
| 7D | -1.8% | +4.5% | -6.3% | -3.1% |
| 30D | +4.7% | -7.1% | +11.8% | +6.8% |
| 3M | -39.7% | -27.3% | -12.4% | -35.3% |
| 6M | +23.1% | +169.6% | -146.5% | +9.4% |
| YTD | +55.0% | +164.6% | -109.6% | +36.4% |
| 1Y | +118.0% | +109.5% | +8.6% | +86.7% |
| All | +118.0% | +118.5% | -0.4% | +86.7% |
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