+63.4%
A vs PENG
+153.0%
-89.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -23.0% | +20.0% | -0.2% |
| 7D | -5.2% | -36.7% | +31.5% | -0.3% |
| 30D | +1.4% | -42.0% | +43.5% | +7.2% |
| 3M | +21.9% | -33.2% | +55.1% | +25.8% |
| 6M | +46.7% | +2.1% | +44.5% | +34.9% |
| YTD | +27.2% | +90.3% | -63.1% | +2.7% |
| 1Y | +17.9% | +67.7% | -49.7% | -2.7% |
| All | +63.4% | +153.0% | -89.7% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling