+41.6%
NTR vs PENG
+111.6%
-70.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +3.8% | +7.8% | -3.9% | +3.6% |
| 30D | +25.2% | -12.2% | +37.4% | +25.7% |
| 3M | +21.0% | -20.6% | +41.6% | +21.3% |
| 6M | +7.6% | +180.9% | -173.3% | +1.3% |
| YTD | +32.9% | +162.3% | -129.4% | +25.3% |
| 1Y | +43.1% | +107.3% | -64.2% | +36.2% |
| 3Y | +41.6% | +110.8% | -69.2% | +31.9% |
| All | +41.6% | +111.6% | -70.0% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling