+147.0%
NOK vs PENG
+209.7%
-62.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +2.9% | -1.2% |
| 7D | +5.4% | +13.2% | -7.9% | +2.1% |
| 30D | -14.1% | -29.9% | +15.8% | -7.5% |
| 3M | -23.6% | -22.2% | -1.3% | -20.2% |
| 6M | -45.1% | -1.9% | -43.3% | -44.9% |
| YTD | +24.7% | +142.1% | -117.4% | +12.5% |
| 1Y | +19.0% | +151.5% | -132.5% | +6.9% |
| 3Y | +147.0% | +206.9% | -59.9% | +102.8% |
| All | +147.0% | +209.7% | -62.7% | +102.8% |
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