+84.2%
AR vs PENG
+762.7%
-678.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.7% |
| 7D | +2.5% | +4.5% | -2.0% | +1.8% |
| 30D | +14.8% | -7.1% | +21.9% | +15.6% |
| 3M | +6.2% | -27.3% | +33.5% | +8.2% |
| 6M | +4.3% | +169.6% | -165.3% | -17.0% |
| YTD | +14.4% | +164.6% | -150.3% | -9.3% |
| 1Y | +21.3% | +109.5% | -88.1% | -0.4% |
| 3Y | +39.8% | +98.9% | -59.1% | +7.1% |
| 5Y | +142.1% | +116.3% | +25.8% | +76.7% |
| All | +84.2% | +762.7% | -678.5% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling