+48.8%
NU vs PENG
+66.1%
-17.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -3.4% |
| 7D | +7.5% | +4.5% | +2.9% | +6.4% |
| 30D | +6.1% | -7.1% | +13.3% | +7.5% |
| 3M | +26.8% | -27.3% | +54.1% | +30.5% |
| 6M | +2.5% | +169.6% | -167.1% | -28.8% |
| YTD | -8.2% | +164.6% | -172.8% | -36.3% |
| 1Y | +3.4% | +109.5% | -106.1% | -24.4% |
| 3Y | +116.2% | +98.9% | +17.3% | +41.3% |
| All | +48.8% | +66.1% | -17.3% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling