+283.7%
ALL vs PENG
+520.3%
-236.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -23.0% | +22.1% | +0.1% |
| 7D | +4.2% | -36.7% | +40.9% | +5.9% |
| 30D | +18.9% | -42.0% | +61.0% | +21.1% |
| 3M | +1.2% | -33.2% | +34.4% | +2.1% |
| 6M | +23.2% | +2.1% | +21.1% | +19.0% |
| YTD | +30.0% | +90.3% | -60.3% | +19.8% |
| 1Y | +39.6% | +67.7% | -28.1% | +29.6% |
| 3Y | +115.2% | +154.2% | -39.0% | +86.6% |
| 5Y | +156.2% | +28.3% | +127.9% | +127.4% |
| All | +283.7% | +520.3% | -236.7% | +201.7% |
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