+97.3%
NOK vs PENG
+755.0%
-657.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.3% |
| 7D | +7.3% | +7.8% | -0.5% | +5.8% |
| 30D | +13.8% | -12.2% | +26.0% | +16.3% |
| 3M | -27.0% | -20.6% | -6.4% | -24.9% |
| 6M | +37.6% | +180.9% | -143.3% | +16.9% |
| YTD | +64.6% | +162.3% | -97.7% | +40.3% |
| 1Y | +132.0% | +107.3% | +24.8% | +103.4% |
| 3Y | +183.7% | +110.8% | +72.9% | +131.9% |
| 5Y | +101.3% | +117.8% | -16.5% | +59.1% |
| All | +97.3% | +755.0% | -657.7% | +28.0% |
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