+768.1%
NRG vs PENG
+762.7%
+5.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.4% | 0.0% | +5.4% |
| 7D | +7.1% | +4.5% | +2.6% | +6.3% |
| 30D | -1.4% | -7.1% | +5.7% | -0.4% |
| 3M | -10.5% | -27.3% | +16.8% | -8.0% |
| 6M | -26.7% | +169.6% | -196.3% | -40.6% |
| YTD | -24.5% | +164.6% | -189.1% | -38.8% |
| 1Y | -18.6% | +109.5% | -128.0% | -31.8% |
| 3Y | +227.1% | +98.9% | +128.2% | +160.0% |
| 5Y | +198.8% | +116.3% | +82.5% | +126.5% |
| All | +768.1% | +762.7% | +5.4% | +487.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling