+7.9%
NXT vs PENG
+130.4%
-122.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +3.0% |
| 7D | -9.4% | +13.2% | -22.6% | -12.8% |
| 30D | +15.1% | -29.9% | +45.0% | +24.6% |
| 3M | -9.1% | -22.2% | +13.1% | -6.0% |
| 6M | -30.3% | -1.9% | -28.4% | -34.4% |
| YTD | +9.1% | +142.1% | -133.0% | -21.3% |
| 1Y | +7.9% | +151.5% | -143.6% | -23.8% |
| All | +7.9% | +130.4% | -122.5% | -23.8% |
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