+41.9%
NOK vs PENG
+597.2%
-555.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.7% | +0.3% |
| 7D | -10.5% | -19.4% | +8.9% | -7.3% |
| 30D | -27.9% | -42.4% | +14.5% | -20.6% |
| 3M | -18.8% | -25.6% | +6.9% | -14.9% |
| 6M | -41.9% | +7.3% | -49.2% | -42.8% |
| YTD | +18.4% | +113.9% | -95.5% | +4.2% |
| 1Y | +10.9% | +93.6% | -82.7% | -1.2% |
| 3Y | +137.9% | +170.2% | -32.3% | +91.8% |
| 5Y | +47.8% | +44.2% | +3.6% | +24.4% |
| All | +41.9% | +597.2% | -555.3% | -5.0% |
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 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