+714.3%
NRG vs PENG
+710.3%
+4.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.4% |
| 7D | -0.2% | 0.0% | -0.1% | -0.1% |
| 30D | -6.8% | -15.2% | +8.4% | -4.4% |
| 3M | -7.1% | -16.9% | +9.8% | -6.5% |
| 6M | -27.6% | +161.5% | -189.1% | -41.0% |
| YTD | -29.2% | +148.6% | -177.8% | -42.0% |
| 1Y | -29.9% | +89.6% | -119.5% | -40.3% |
| 3Y | +198.7% | +99.8% | +98.9% | +137.4% |
| 5Y | +192.9% | +100.9% | +92.0% | +124.9% |
| All | +714.3% | +710.3% | +4.0% | +456.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling