+741.4%
NRG vs PENG
+751.0%
-9.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +3.9% | +7.3% | -3.4% | +2.7% |
| 30D | -3.0% | -7.5% | +4.5% | -1.9% |
| 3M | -10.9% | -17.2% | +6.3% | -10.2% |
| 6M | -25.3% | +176.7% | -202.0% | -39.7% |
| YTD | -26.8% | +161.0% | -187.9% | -40.5% |
| 1Y | -23.3% | +108.8% | -132.1% | -35.7% |
| 3Y | +208.6% | +109.8% | +98.8% | +143.3% |
| 5Y | +194.1% | +111.7% | +82.4% | +123.9% |
| All | +741.4% | +751.0% | -9.6% | +470.6% |
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 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