+30.5%
ALL vs PENG
+103.2%
-72.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +2.7% |
| 7D | -0.1% | -16.1% | +15.9% | -1.2% |
| 30D | +13.8% | -41.5% | +55.3% | +9.9% |
| 3M | -2.8% | -19.1% | +16.3% | -3.1% |
| 6M | +23.7% | +0.9% | +22.7% | +24.4% |
| YTD | +27.3% | +128.2% | -100.9% | +32.4% |
| 1Y | +30.5% | +98.6% | -68.0% | +34.1% |
| All | +30.5% | +103.2% | -72.6% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling