+396.4%
NOW vs PENG
+689.3%
-293.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.0% | +2.5% |
| 7D | +0.3% | +13.2% | -12.9% | -2.0% |
| 30D | -27.0% | -29.9% | +3.0% | -23.3% |
| 3M | -19.6% | -22.2% | +2.6% | -18.4% |
| 6M | +17.5% | -1.9% | +19.3% | +8.0% |
| YTD | -33.3% | +142.1% | -175.4% | -51.0% |
| 1Y | -39.8% | +151.5% | -191.3% | -56.3% |
| 3Y | -19.9% | +206.9% | -226.9% | -48.0% |
| 5Y | -26.1% | +58.2% | -84.3% | -47.7% |
| All | +396.4% | +689.3% | -293.0% | +154.3% |
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