+156.2%
ALL vs PENG
+31.0%
+125.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.0% | +22.1% | -1.3% |
| 7D | +4.2% | -36.7% | +40.9% | +3.4% |
| 30D | +18.9% | -42.0% | +61.0% | +18.0% |
| 3M | +1.2% | -33.2% | +34.4% | +0.7% |
| 6M | +23.2% | +2.1% | +21.1% | +21.4% |
| YTD | +30.0% | +90.3% | -60.3% | +26.7% |
| 1Y | +39.6% | +67.7% | -28.1% | +36.4% |
| 3Y | +115.2% | +154.2% | -39.0% | +102.8% |
| 5Y | +156.2% | +28.3% | +127.9% | +138.0% |
| All | +156.2% | +31.0% | +125.2% | +138.0% |
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