+85.8%
NOK vs PENG
+762.7%
-676.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.4% | -3.8% | +1.5% |
| 7D | -1.8% | +4.5% | -6.3% | -2.5% |
| 30D | +4.7% | -7.1% | +11.8% | +6.0% |
| 3M | -39.7% | -27.3% | -12.4% | -37.0% |
| 6M | +23.1% | +169.6% | -146.5% | +5.1% |
| YTD | +55.0% | +164.6% | -109.6% | +31.9% |
| 1Y | +118.0% | +109.5% | +8.6% | +90.8% |
| 3Y | +170.5% | +98.9% | +71.6% | +123.2% |
| 5Y | +84.9% | +116.3% | -31.4% | +46.2% |
| All | +85.8% | +762.7% | -676.9% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling