+13.7%
AR vs PENG
+120.5%
-106.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.1% | +2.8% | -6.7% |
| 7D | -11.1% | -20.5% | +9.4% | -12.1% |
| 30D | +7.9% | -20.4% | +28.3% | +7.1% |
| 3M | +4.9% | -16.4% | +21.3% | +4.7% |
| 6M | -5.3% | +49.2% | -54.5% | +3.2% |
| YTD | +8.6% | +147.2% | -138.6% | +23.1% |
| 1Y | +13.7% | +124.7% | -111.0% | +30.4% |
| All | +13.7% | +120.5% | -106.8% | +30.4% |
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