+145.0%
ALL vs PENG
+42.1%
+102.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.4% | -16.9% | -4.2% |
| 7D | -1.9% | -19.4% | +17.5% | -2.2% |
| 30D | +13.8% | -42.4% | +56.2% | +13.0% |
| 3M | -7.0% | -25.6% | +18.7% | -7.3% |
| 6M | +18.0% | +7.3% | +10.7% | +16.8% |
| YTD | +24.2% | +113.9% | -89.7% | +21.4% |
| 1Y | +31.2% | +93.6% | -62.4% | +28.4% |
| 3Y | +107.5% | +170.2% | -62.7% | +96.6% |
| All | +145.0% | +42.1% | +102.9% | +128.3% |
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