+122.7%
NRG vs PENG
+222.1%
-99.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.8% |
| 7D | +17.1% | +1.9% | +15.3% | +15.7% |
| 30D | -7.9% | -37.8% | +29.9% | 0.0% |
| 3M | -18.2% | -14.1% | -4.1% | -17.2% |
| 6M | -28.4% | +13.1% | -41.5% | -34.7% |
| YTD | -37.9% | +151.8% | -189.7% | -54.4% |
| 1Y | -39.2% | +136.0% | -175.2% | -54.8% |
| All | +122.7% | +222.1% | -99.4% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling