+27.4%
AA vs PENG
+735.0%
-707.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.2% | -1.9% |
| 7D | +5.3% | +34.6% | -29.3% | -2.9% |
| 30D | -2.3% | -35.9% | +33.7% | +7.4% |
| 3M | -20.8% | -14.7% | -6.1% | -20.7% |
| 6M | -39.8% | +13.5% | -53.3% | -46.6% |
| YTD | -23.3% | +156.1% | -179.4% | -47.3% |
| 1Y | +1.8% | +141.3% | -139.5% | -28.9% |
| 3Y | +69.5% | +223.4% | -153.9% | +0.8% |
| 5Y | -18.0% | +67.4% | -85.4% | -46.1% |
| All | +27.4% | +735.0% | -707.6% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling