+354.2%
NYT vs PENG
+689.3%
-335.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +2.3% |
| 7D | +6.5% | +13.2% | -6.7% | +5.4% |
| 30D | +8.4% | -29.9% | +38.4% | +10.7% |
| 3M | +13.9% | -22.2% | +36.2% | +14.7% |
| 6M | -4.8% | -1.9% | -2.9% | -8.4% |
| YTD | +6.2% | +142.1% | -136.0% | -8.0% |
| 1Y | +14.3% | +151.5% | -137.2% | -1.5% |
| 3Y | +73.6% | +206.9% | -133.4% | +40.0% |
| 5Y | +60.6% | +58.2% | +2.4% | +34.0% |
| All | +354.2% | +689.3% | -335.1% | +236.8% |
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 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