+174.9%
NTRS vs PENG
+710.3%
-535.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.1% | +2.1% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | +0.2% | -15.2% | +15.3% | +2.6% |
| 3M | +13.2% | -16.9% | +30.1% | +13.5% |
| 6M | +36.9% | +161.5% | -124.6% | +10.0% |
| YTD | +39.1% | +148.6% | -109.5% | +12.4% |
| 1Y | +50.4% | +89.6% | -39.2% | +26.5% |
| 3Y | +166.8% | +99.8% | +67.0% | +105.7% |
| 5Y | +92.9% | +100.9% | -8.0% | +43.2% |
| All | +174.9% | +710.3% | -535.5% | +68.6% |
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