+215.7%
NRG vs PENG
+68.7%
+147.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.6% |
| 7D | +17.1% | +1.9% | +15.3% | +15.9% |
| 30D | -7.9% | -37.8% | +29.9% | -0.5% |
| 3M | -18.2% | -14.1% | -4.1% | -17.2% |
| 6M | -28.4% | +13.1% | -41.5% | -33.8% |
| YTD | -37.9% | +151.8% | -189.7% | -52.1% |
| 1Y | -39.2% | +136.0% | -175.2% | -52.6% |
| 3Y | +125.3% | +217.9% | -92.6% | +59.4% |
| 5Y | +215.7% | +64.1% | +151.6% | +128.9% |
| All | +215.7% | +68.7% | +147.1% | +128.9% |
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