+409.9%
NUE vs PENG
+597.2%
-187.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.4% |
| 7D | -10.6% | -19.4% | +8.9% | -7.8% |
| 30D | -0.6% | -42.4% | +41.8% | +7.7% |
| 3M | -9.7% | -25.6% | +15.9% | -7.2% |
| 6M | +5.1% | +7.3% | -2.2% | -3.0% |
| YTD | +51.4% | +113.9% | -62.4% | +21.1% |
| 1Y | +71.3% | +93.6% | -22.2% | +39.2% |
| 3Y | +66.8% | +170.2% | -103.4% | +20.3% |
| 5Y | +134.8% | +44.2% | +90.6% | +78.0% |
| All | +409.9% | +597.2% | -187.3% | +226.3% |
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