+95.7%
NTR vs PENG
+198.9%
-103.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.5% | +7.3% | -6.8% | -0.4% |
| 30D | +21.7% | -7.5% | +29.2% | +22.6% |
| 3M | +22.8% | -17.2% | +40.0% | +23.0% |
| 6M | +8.2% | +176.7% | -168.5% | -10.5% |
| YTD | +32.9% | +161.0% | -128.1% | +10.4% |
| 1Y | +45.3% | +108.8% | -63.5% | +23.9% |
| 3Y | +41.7% | +109.8% | -68.1% | +11.8% |
| 5Y | +49.8% | +111.7% | -61.9% | +12.8% |
| All | +95.7% | +198.9% | -103.3% | +22.9% |
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 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