-28.0%
NRG vs PENG
+18.0%
-46.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.2% |
| 7D | +21.7% | +34.6% | -12.9% | +15.0% |
| 30D | -8.1% | -35.9% | +27.9% | -2.9% |
| 3M | -18.3% | -14.7% | -3.6% | -17.7% |
| 6M | -28.0% | +13.5% | -41.5% | -32.7% |
| All | -28.0% | +18.0% | -46.0% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling