-21.9%
AS vs PENG
+118.5%
-140.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.9% | +3.2% |
| 7D | -4.9% | +4.5% | -9.4% | -5.2% |
| 30D | -19.6% | -7.1% | -12.5% | -19.4% |
| 3M | -14.4% | -27.3% | +12.9% | -13.7% |
| 6M | -20.1% | +169.6% | -189.7% | -37.8% |
| YTD | -20.9% | +164.6% | -185.6% | -38.6% |
| 1Y | -21.9% | +109.5% | -131.3% | -40.6% |
| All | -21.9% | +118.5% | -140.3% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling