+48.4%
NU vs PENG
+64.6%
-16.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +6.0% | +7.8% | -1.8% | +4.2% |
| 30D | +10.8% | -12.2% | +23.0% | +13.6% |
| 3M | +32.2% | -20.6% | +52.8% | +33.8% |
| 6M | +5.1% | +180.9% | -175.8% | -27.8% |
| YTD | -8.4% | +162.3% | -170.7% | -36.3% |
| 1Y | +0.7% | +107.3% | -106.5% | -26.2% |
| 3Y | +125.1% | +110.8% | +14.3% | +42.2% |
| All | +48.4% | +64.6% | -16.2% | +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 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