+418.7%
NUE vs PENG
+661.7%
-242.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.3% | -7.5% | +0.2% |
| 7D | -10.2% | -3.8% | -6.4% | -10.2% |
| 30D | -0.4% | -40.1% | +39.7% | +7.1% |
| 3M | -8.4% | -21.8% | +13.4% | -6.6% |
| 6M | +10.1% | +3.3% | +6.8% | +2.6% |
| YTD | +54.1% | +133.6% | -79.6% | +21.3% |
| 1Y | +74.7% | +110.7% | -36.0% | +39.9% |
| 3Y | +72.0% | +204.3% | -132.3% | +21.3% |
| 5Y | +136.4% | +54.4% | +82.0% | +77.1% |
| All | +418.7% | +661.7% | -242.9% | +226.8% |
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