+20.6%
NTR vs PENG
+42.1%
-21.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -1.7% |
| 7D | +3.0% | -19.4% | +22.4% | +3.9% |
| 30D | +2.2% | -42.4% | +44.5% | +5.1% |
| 3M | +7.9% | -25.6% | +33.5% | +8.5% |
| 6M | -1.5% | +7.3% | -8.8% | -5.8% |
| YTD | +18.6% | +113.9% | -95.2% | +5.2% |
| 1Y | +31.7% | +93.6% | -61.9% | +17.8% |
| 3Y | +46.4% | +170.2% | -123.8% | +20.0% |
| All | +20.6% | +42.1% | -21.5% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling