+133.7%
AS vs PENG
+88.9%
+44.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.0% | +20.7% | +0.8% |
| 7D | +7.1% | -36.7% | +43.8% | +13.0% |
| 30D | +12.8% | -42.0% | +54.9% | +19.7% |
| 3M | -14.7% | -33.2% | +18.5% | -12.2% |
| 6M | -9.9% | +2.1% | -12.1% | -21.0% |
| YTD | -16.1% | +90.3% | -106.4% | -38.4% |
| 1Y | +0.2% | +67.7% | -67.5% | -24.2% |
| All | +133.7% | +88.9% | +44.8% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling