+13.8%
A vs PENG
+31.0%
-17.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -23.0% | +20.0% | +0.2% |
| 7D | -5.2% | -36.7% | +31.5% | +0.4% |
| 30D | +1.4% | -42.0% | +43.5% | +8.1% |
| 3M | +21.9% | -33.2% | +55.1% | +26.5% |
| 6M | +46.7% | +2.1% | +44.5% | +35.7% |
| YTD | +27.2% | +90.3% | -63.1% | +3.8% |
| 1Y | +17.9% | +67.7% | -49.7% | -1.8% |
| 3Y | +61.1% | +154.2% | -93.1% | +18.0% |
| 5Y | +13.8% | +28.3% | -14.5% | -14.0% |
| All | +13.8% | +31.0% | -17.2% | -14.0% |
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