+22.2%
A vs PENG
+120.5%
-98.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.1% | +1.5% |
| 7D | -2.4% | -20.5% | +18.1% | -1.3% |
| 30D | +3.6% | -20.4% | +23.9% | +4.4% |
| 3M | +27.5% | -16.4% | +43.9% | +27.7% |
| 6M | +58.5% | +49.2% | +9.2% | +43.7% |
| YTD | +31.2% | +147.2% | -116.0% | +10.1% |
| 1Y | +22.2% | +124.7% | -102.5% | +3.4% |
| All | +22.2% | +120.5% | -98.3% | +3.4% |
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