-15.5%
AA vs PENG
+31.0%
-46.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -23.0% | +17.7% | +0.4% |
| 7D | -3.7% | -36.7% | +33.0% | +6.6% |
| 30D | -10.8% | -42.0% | +31.3% | -0.1% |
| 3M | -19.1% | -33.2% | +14.1% | -13.9% |
| 6M | -38.7% | +2.1% | -40.8% | -44.7% |
| YTD | -27.1% | +90.3% | -117.4% | -46.5% |
| 1Y | +8.3% | +67.7% | -59.3% | -17.5% |
| 3Y | +49.6% | +154.2% | -104.7% | -9.4% |
| 5Y | -15.5% | +28.3% | -43.8% | -49.1% |
| All | -15.5% | +31.0% | -46.5% | -49.1% |
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