+244.4%
NXT vs PENG
+128.7%
+115.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.4% | -7.0% | +2.3% |
| 7D | +32.2% | -19.4% | +51.7% | +37.4% |
| 30D | +21.9% | -42.4% | +64.3% | +37.2% |
| 3M | +6.6% | -25.6% | +32.2% | +11.4% |
| 6M | -16.8% | +7.3% | -24.1% | -21.8% |
| YTD | +20.4% | +113.9% | -93.4% | -4.5% |
| 1Y | -1.5% | +93.6% | -95.1% | -20.3% |
| 3Y | +182.4% | +170.2% | +12.2% | +105.7% |
| All | +244.4% | +128.7% | +115.7% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling