+217.1%
A vs PENG
+597.2%
-380.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.4% | -10.7% | 0.0% |
| 7D | -0.1% | -19.4% | +19.4% | +2.3% |
| 30D | +3.4% | -42.4% | +45.7% | +10.3% |
| 3M | +23.8% | -25.6% | +49.5% | +26.5% |
| 6M | +49.0% | +7.3% | +41.7% | +39.1% |
| YTD | +29.4% | +113.9% | -84.5% | +7.2% |
| 1Y | +19.4% | +93.6% | -74.2% | +0.3% |
| 3Y | +66.2% | +170.2% | -104.0% | +27.5% |
| 5Y | +15.8% | +44.2% | -28.4% | -7.8% |
| All | +217.1% | +597.2% | -380.0% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling