-41.8%
NOW vs PENG
+73.0%
-114.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -23.0% | +17.1% | -6.8% |
| 7D | -6.7% | -36.7% | +30.0% | -8.6% |
| 30D | -25.8% | -42.0% | +16.2% | -27.6% |
| 3M | -12.7% | -33.2% | +20.5% | -13.4% |
| 6M | +11.2% | +2.1% | +9.1% | +9.0% |
| YTD | -33.2% | +90.3% | -123.5% | -36.2% |
| 1Y | -41.8% | +67.7% | -109.5% | -43.6% |
| All | -41.8% | +73.0% | -114.8% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling