-30.2%
NOK vs PENG
-32.1%
+1.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.7% | -1.7% |
| 7D | -10.5% | -19.4% | +8.9% | -4.5% |
| 30D | -27.9% | -42.4% | +14.5% | -13.4% |
| All | -30.2% | -32.1% | +1.9% | -20.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling