+15.0%
NYT vs PENG
+118.5%
-103.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | +0.6% |
| 7D | -1.3% | +4.5% | -5.8% | -1.1% |
| 30D | +2.7% | -7.1% | +9.9% | +2.5% |
| 3M | -10.3% | -27.3% | +17.0% | -10.5% |
| 6M | -16.6% | +169.6% | -186.2% | -17.5% |
| YTD | -2.3% | +164.6% | -166.9% | -3.5% |
| 1Y | +15.0% | +109.5% | -94.5% | +14.3% |
| All | +15.0% | +118.5% | -103.5% | +14.3% |
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 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