+168.0%
NXT vs PENG
+153.0%
+15.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -23.0% | +16.3% | -0.6% |
| 7D | +24.7% | -36.7% | +61.4% | +38.7% |
| 30D | +13.0% | -42.0% | +55.1% | +27.8% |
| 3M | -0.2% | -33.2% | +33.0% | +7.6% |
| 6M | -19.3% | +2.1% | -21.4% | -23.9% |
| YTD | +14.3% | +90.3% | -76.0% | -9.7% |
| 1Y | -11.0% | +67.7% | -78.6% | -27.4% |
| All | +168.0% | +153.0% | +15.0% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling