+71.7%
NUE vs PENG
+209.7%
-138.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -2.7% |
| 7D | +2.8% | +13.2% | -10.5% | +1.0% |
| 30D | -2.1% | -29.9% | +27.8% | +1.6% |
| 3M | -7.3% | -22.2% | +14.9% | -5.9% |
| 6M | +8.9% | -1.9% | +10.8% | +3.0% |
| YTD | +55.6% | +142.1% | -86.5% | +23.7% |
| 1Y | +74.7% | +151.5% | -76.9% | +37.8% |
| 3Y | +71.7% | +206.9% | -135.3% | +30.5% |
| All | +71.7% | +209.7% | -138.1% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling