+352.8%
AHR vs PENG
+148.1%
+204.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.0% |
| 7D | -1.5% | +4.5% | -6.0% | -1.5% |
| 30D | -1.4% | -7.1% | +5.7% | -1.3% |
| 3M | +18.6% | -27.3% | +45.8% | +19.1% |
| 6M | +6.6% | +169.6% | -163.0% | -1.7% |
| YTD | +17.5% | +164.6% | -147.2% | +8.2% |
| 1Y | +30.9% | +109.5% | -78.6% | +22.1% |
| All | +352.8% | +148.1% | +204.6% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling