+6.8%
NOW vs PENG
+115.2%
-108.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.4% | -4.1% |
| 7D | -2.4% | +4.5% | -6.9% | -3.2% |
| 30D | +20.5% | -7.1% | +27.6% | +21.3% |
| 3M | +18.3% | -27.3% | +45.6% | +20.4% |
| 6M | +24.1% | +169.6% | -145.5% | -10.9% |
| YTD | -7.8% | +164.6% | -172.4% | -34.2% |
| 1Y | -21.4% | +109.5% | -130.9% | -41.0% |
| 3Y | +19.5% | +98.9% | -79.4% | -19.4% |
| All | +6.8% | +115.2% | -108.4% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling