-24.8%
NU vs PENG
+120.3%
-145.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.3% | -8.3% | +1.3% |
| 7D | +2.8% | +1.9% | +0.9% | +2.2% |
| 30D | -23.0% | -37.8% | +14.7% | -21.0% |
| 3M | -9.7% | -14.1% | +4.4% | -9.3% |
| 6M | -8.7% | +13.1% | -21.9% | -14.5% |
| YTD | -26.4% | +151.8% | -178.2% | -45.0% |
| 1Y | -24.8% | +136.0% | -160.8% | -42.9% |
| All | -24.8% | +120.3% | -145.1% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling