+16.0%
AA vs PENG
+120.5%
-104.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.1% | +11.9% | +4.3% |
| 7D | +0.9% | -20.5% | +21.4% | +4.6% |
| 30D | -6.4% | -20.4% | +13.9% | -3.9% |
| 3M | -13.0% | -16.4% | +3.5% | -12.2% |
| 6M | -34.6% | +49.2% | -83.9% | -42.1% |
| YTD | -23.0% | +147.2% | -170.2% | -41.2% |
| 1Y | +16.0% | +124.7% | -108.7% | -7.2% |
| All | +16.0% | +120.5% | -104.5% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling