+160.9%
NTRS vs PENG
+107.0%
+53.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.9% | +7.3% | -6.4% | +0.1% |
| 30D | -1.2% | -7.5% | +6.2% | -0.6% |
| 3M | +8.8% | -17.2% | +26.0% | +9.0% |
| 6M | +34.7% | +176.7% | -142.1% | +13.6% |
| YTD | +37.2% | +161.0% | -123.8% | +16.3% |
| 1Y | +46.3% | +108.8% | -62.5% | +26.8% |
| All | +160.9% | +107.0% | +53.9% | +112.8% |
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