+390.2%
AHR vs PENG
+119.1%
+271.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.3% | -7.4% | +1.7% |
| 7D | +9.6% | -3.8% | +13.4% | +9.5% |
| 30D | +16.1% | -40.1% | +56.2% | +16.4% |
| 3M | +4.4% | -21.8% | +26.2% | +4.4% |
| 6M | +15.1% | +3.3% | +11.8% | +11.9% |
| YTD | +27.2% | +133.6% | -106.5% | +16.9% |
| 1Y | +21.7% | +110.7% | -89.0% | +12.6% |
| All | +390.2% | +119.1% | +271.1% | +349.2% |
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 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