+10.6%
AR vs PENG
+88.9%
-78.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -0.4% |
| 7D | -14.3% | -19.4% | +5.2% | -14.8% |
| 30D | +1.4% | -42.4% | +43.8% | -1.0% |
| 3M | +3.4% | -25.6% | +29.0% | +3.0% |
| 6M | -2.1% | +7.3% | -9.3% | +4.3% |
| YTD | +4.7% | +113.9% | -109.2% | +18.4% |
| 1Y | +10.6% | +93.6% | -83.0% | +26.6% |
| All | +10.6% | +88.9% | -78.4% | +26.6% |
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