-7.1%
NXT vs PENG
+103.2%
-110.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -4.2% |
| 7D | +4.0% | -16.1% | +20.0% | +7.8% |
| 30D | +15.9% | -41.5% | +57.4% | +33.1% |
| 3M | -3.0% | -19.1% | +16.1% | -0.9% |
| 6M | -20.7% | +0.9% | -21.6% | -26.6% |
| YTD | +14.6% | +128.2% | -113.6% | -20.2% |
| 1Y | -7.1% | +98.6% | -105.7% | -31.0% |
| All | -7.1% | +103.2% | -110.3% | -31.0% |
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