+226.9%
NXT vs PENG
+103.5%
+123.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -23.0% | +16.3% | -1.0% |
| 7D | +24.7% | -36.7% | +61.4% | +37.5% |
| 30D | +13.0% | -42.0% | +55.1% | +26.6% |
| 3M | -0.2% | -33.2% | +33.0% | +7.1% |
| 6M | -19.3% | +2.1% | -21.4% | -23.0% |
| YTD | +14.3% | +90.3% | -76.0% | -6.7% |
| 1Y | -11.0% | +67.7% | -78.6% | -25.3% |
| 3Y | +167.8% | +154.2% | +13.5% | +99.0% |
| All | +226.9% | +103.5% | +123.4% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling