+122.2%
ALL vs PENG
+115.2%
+7.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -1.3% |
| 7D | 0.0% | +4.5% | -4.5% | +0.1% |
| 30D | -1.5% | -7.1% | +5.6% | -1.5% |
| 3M | +23.6% | -27.3% | +50.9% | +23.7% |
| 6M | +22.3% | +169.6% | -147.2% | +19.9% |
| YTD | +26.5% | +164.6% | -138.1% | +24.0% |
| 1Y | +27.0% | +109.5% | -82.5% | +24.9% |
| 3Y | +149.6% | +98.9% | +50.7% | +142.2% |
| All | +122.2% | +115.2% | +7.0% | +110.1% |
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 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