+322.4%
NYT vs PENG
+755.0%
-432.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +0.3% | +7.8% | -7.5% | -0.3% |
| 30D | +7.0% | -12.2% | +19.2% | +7.9% |
| 3M | -7.9% | -20.6% | +12.7% | -7.6% |
| 6M | -15.0% | +180.9% | -196.0% | -26.1% |
| YTD | -1.3% | +162.3% | -163.5% | -13.9% |
| 1Y | +16.9% | +107.3% | -90.4% | +4.0% |
| 3Y | +58.9% | +110.8% | -51.9% | +33.6% |
| 5Y | +40.9% | +117.8% | -77.0% | +14.9% |
| All | +322.4% | +755.0% | -432.6% | +215.3% |
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 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