+230.2%
NXT vs PENG
+169.3%
+61.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.3% | -9.6% | -1.8% |
| 7D | -5.7% | +1.9% | -7.6% | -7.0% |
| 30D | +18.5% | -37.8% | +56.3% | +30.8% |
| 3M | -4.1% | -14.1% | +10.0% | -3.4% |
| 6M | -20.3% | +13.1% | -33.4% | -26.3% |
| YTD | +15.5% | +151.8% | -136.3% | -12.3% |
| 1Y | -5.0% | +136.0% | -140.9% | -26.8% |
| 3Y | +191.6% | +217.9% | -26.3% | +103.6% |
| All | +230.2% | +169.3% | +61.0% | +130.9% |
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