+51.5%
NOK vs PENG
+661.7%
-610.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.3% | -2.5% | +5.0% |
| 7D | -1.4% | -3.8% | +2.3% | -1.2% |
| 30D | -21.0% | -40.1% | +19.0% | -13.7% |
| 3M | -12.6% | -21.8% | +9.2% | -9.3% |
| 6M | -36.2% | +3.3% | -39.5% | -37.0% |
| YTD | +26.4% | +133.6% | -107.2% | +9.4% |
| 1Y | +19.6% | +110.7% | -91.1% | +4.9% |
| 3Y | +152.6% | +204.3% | -51.7% | +99.3% |
| 5Y | +57.3% | +54.4% | +2.9% | +30.6% |
| All | +51.5% | +661.7% | -610.2% | -0.2% |
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