+97.4%
AR vs PENG
+56.5%
+40.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.5% | +0.7% |
| 7D | +7.4% | +13.2% | -5.8% | +5.7% |
| 30D | +5.8% | -29.9% | +35.7% | +9.1% |
| 3M | +5.2% | -22.2% | +27.4% | +6.4% |
| 6M | +5.4% | -1.9% | +7.3% | -0.5% |
| YTD | +12.4% | +142.1% | -129.7% | -11.9% |
| 1Y | +12.8% | +151.5% | -138.7% | -12.3% |
| 3Y | +47.2% | +206.9% | -159.7% | +1.2% |
| All | +97.4% | +56.5% | +40.8% | +36.5% |
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