+18.4%
A vs PENG
+118.5%
-100.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.3% |
| 7D | -1.9% | +4.5% | -6.5% | -2.1% |
| 30D | +6.9% | -7.1% | +14.0% | +7.1% |
| 3M | +9.2% | -27.3% | +36.5% | +10.5% |
| 6M | +25.7% | +169.6% | -143.9% | +8.3% |
| YTD | +11.5% | +164.6% | -153.1% | -3.8% |
| 1Y | +18.4% | +109.5% | -91.1% | -0.3% |
| All | +18.4% | +118.5% | -100.1% | -0.3% |
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