+76.3%
NTR vs PENG
+161.4%
-85.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.1% |
| 7D | +4.1% | -16.1% | +20.2% | +5.6% |
| 30D | +7.0% | -41.5% | +48.4% | +12.5% |
| 3M | +9.7% | -19.1% | +28.8% | +10.0% |
| 6M | +7.4% | +0.9% | +6.5% | +1.5% |
| YTD | +19.8% | +128.2% | -108.5% | -0.9% |
| 1Y | +25.4% | +98.6% | -73.2% | +5.7% |
| 3Y | +48.6% | +188.2% | -139.6% | +11.2% |
| 5Y | +24.0% | +55.5% | -31.5% | -3.4% |
| All | +76.3% | +161.4% | -85.1% | +10.3% |
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 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