+120.4%
AS vs PENG
+162.7%
-42.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.9% | +2.6% |
| 7D | -4.9% | +4.5% | -9.4% | -5.6% |
| 30D | -19.6% | -7.1% | -12.5% | -19.0% |
| 3M | -14.4% | -27.3% | +12.9% | -12.6% |
| 6M | -20.1% | +169.6% | -189.7% | -42.4% |
| YTD | -20.9% | +164.6% | -185.6% | -43.2% |
| 1Y | -21.9% | +109.5% | -131.3% | -41.2% |
| All | +120.4% | +162.7% | -42.4% | +33.0% |
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