+12.4%
AA vs PENG
+115.2%
-102.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.6% | -3.8% |
| 7D | -0.7% | +4.5% | -5.2% | -2.0% |
| 30D | +5.0% | -7.1% | +12.1% | +6.4% |
| 3M | -35.8% | -27.3% | -8.6% | -32.9% |
| 6M | -18.4% | +169.6% | -188.0% | -42.6% |
| YTD | -5.5% | +164.6% | -170.1% | -33.6% |
| 1Y | +61.0% | +109.5% | -48.5% | +19.3% |
| 3Y | +66.2% | +98.9% | -32.7% | +11.6% |
| All | +12.4% | +115.2% | -102.8% | -29.0% |
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