+45.3%
AR vs PENG
+101.4%
-56.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.0% |
| 7D | +2.5% | +4.5% | -2.0% | +2.3% |
| 30D | +14.8% | -7.1% | +21.9% | +15.1% |
| 3M | +6.2% | -27.3% | +33.5% | +7.3% |
| 6M | +4.3% | +169.6% | -165.3% | -7.1% |
| YTD | +14.4% | +164.6% | -150.3% | +1.6% |
| 1Y | +21.3% | +109.5% | -88.1% | +10.3% |
| All | +45.3% | +101.4% | -56.1% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling