+73.3%
AR vs PENG
+31.0%
+42.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -23.0% | +20.2% | -0.1% |
| 7D | -11.7% | -36.7% | +25.0% | -7.4% |
| 30D | +1.8% | -42.0% | +43.9% | +7.4% |
| 3M | +6.0% | -33.2% | +39.2% | +9.1% |
| 6M | -7.0% | +2.1% | -9.1% | -14.2% |
| YTD | +5.6% | +90.3% | -84.7% | -14.9% |
| 1Y | +10.8% | +67.7% | -56.8% | -8.5% |
| 3Y | +19.3% | +154.2% | -134.9% | -16.9% |
| 5Y | +73.3% | +28.3% | +45.0% | +23.0% |
| All | +73.3% | +31.0% | +42.3% | +23.0% |
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 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