+442.1%
NUE vs PENG
+762.7%
-320.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -1.7% |
| 7D | +4.2% | +4.5% | -0.3% | +3.3% |
| 30D | -5.0% | -7.1% | +2.1% | -4.0% |
| 3M | -0.2% | -27.3% | +27.0% | +2.2% |
| 6M | +49.1% | +169.6% | -120.4% | +17.6% |
| YTD | +61.0% | +164.6% | -103.6% | +26.7% |
| 1Y | +82.5% | +109.5% | -26.9% | +48.7% |
| 3Y | +57.9% | +98.9% | -41.0% | +20.1% |
| 5Y | +146.6% | +116.3% | +30.3% | +76.9% |
| All | +442.1% | +762.7% | -320.6% | +241.6% |
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