+16.8%
A vs PENG
+56.2%
-39.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.2% | +1.8% |
| 7D | +4.8% | -3.8% | +8.5% | +4.6% |
| 30D | +5.6% | -40.1% | +45.7% | +12.1% |
| 3M | +23.6% | -21.8% | +45.4% | +25.3% |
| 6M | +56.4% | +3.3% | +53.0% | +45.9% |
| YTD | +33.4% | +133.6% | -100.2% | +5.7% |
| 1Y | +23.7% | +110.7% | -87.0% | -0.4% |
| 3Y | +71.0% | +204.3% | -133.3% | +22.1% |
| 5Y | +16.8% | +54.4% | -37.5% | -14.4% |
| All | +16.8% | +56.2% | -39.4% | -14.4% |
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 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