+428.2%
NOW vs PENG
+705.8%
-277.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.1% | +8.8% | +1.3% |
| 7D | -27.5% | -20.5% | -7.0% | -24.7% |
| 30D | -20.0% | -20.4% | +0.3% | -17.7% |
| 3M | -7.9% | -16.4% | +8.5% | -7.1% |
| 6M | +18.3% | +49.2% | -30.9% | -0.7% |
| YTD | -29.0% | +147.2% | -176.2% | -47.6% |
| 1Y | -38.7% | +124.7% | -163.4% | -54.0% |
| 3Y | -10.3% | +230.3% | -240.6% | -42.3% |
| 5Y | -22.5% | +71.4% | -93.9% | -45.6% |
| All | +428.2% | +705.8% | -277.6% | +171.5% |
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