+432.4%
NUE vs PENG
+755.0%
-322.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +1.8% | +7.8% | -6.0% | +0.4% |
| 30D | -6.0% | -12.2% | +6.2% | -4.0% |
| 3M | +1.4% | -20.6% | +22.1% | +2.5% |
| 6M | +52.8% | +180.9% | -128.1% | +19.5% |
| YTD | +58.1% | +162.3% | -104.2% | +24.7% |
| 1Y | +80.4% | +107.3% | -26.9% | +47.3% |
| 3Y | +62.3% | +110.8% | -48.5% | +21.9% |
| 5Y | +146.2% | +117.8% | +28.4% | +76.4% |
| All | +432.4% | +755.0% | -322.6% | +236.0% |
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