+6.9%
NXT vs PENG
+120.5%
-113.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -9.1% | +20.2% | +13.7% |
| 7D | +30.0% | -20.5% | +50.5% | +37.8% |
| 30D | +28.6% | -20.4% | +49.0% | +34.8% |
| 3M | +8.4% | -16.4% | +24.8% | +10.8% |
| 6M | -8.7% | +49.2% | -58.0% | -24.9% |
| YTD | +22.5% | +147.2% | -124.7% | -19.0% |
| 1Y | +6.9% | +124.7% | -117.8% | -25.3% |
| All | +6.9% | +120.5% | -113.6% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling