+19.7%
NU vs PENG
+46.7%
-27.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.5% | +0.9% |
| 7D | +6.4% | -3.8% | +10.2% | +6.0% |
| 30D | -23.3% | -40.1% | +16.8% | -16.4% |
| 3M | -10.7% | -21.8% | +11.1% | -8.8% |
| 6M | -10.4% | +3.3% | -13.8% | -19.9% |
| YTD | -26.2% | +133.6% | -159.8% | -48.8% |
| 1Y | -22.1% | +110.7% | -132.8% | -44.6% |
| 3Y | +49.6% | +204.3% | -154.6% | -16.1% |
| All | +19.7% | +46.7% | -27.0% | -17.6% |
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