+74.0%
NTR vs PENG
+193.3%
-119.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -1.4% | +34.6% | -36.0% | -4.9% |
| 30D | +2.2% | -35.9% | +38.1% | +6.4% |
| 3M | +6.8% | -14.7% | +21.5% | +6.5% |
| 6M | +0.6% | +13.5% | -12.9% | -6.3% |
| YTD | +18.2% | +156.1% | -138.0% | -3.6% |
| 1Y | +21.3% | +141.3% | -120.0% | -0.3% |
| 3Y | +46.6% | +223.4% | -176.8% | +8.3% |
| 5Y | +21.3% | +67.4% | -46.1% | -6.1% |
| All | +74.0% | +193.3% | -119.4% | +7.3% |
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