+14.3%
A vs PENG
+56.5%
-42.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.3% |
| 7D | -0.5% | +13.2% | -13.7% | -2.3% |
| 30D | 0.0% | -29.9% | +29.9% | +3.9% |
| 3M | +16.7% | -22.2% | +38.9% | +18.4% |
| 6M | +54.8% | -1.9% | +56.7% | +45.9% |
| YTD | +28.8% | +142.1% | -113.3% | +1.4% |
| 1Y | +19.3% | +151.5% | -132.2% | -6.9% |
| 3Y | +65.5% | +206.9% | -141.4% | +18.0% |
| All | +14.3% | +56.5% | -42.3% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling