+146.5%
ASX vs PENG
+120.5%
+26.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.1% | +5.2% | -0.1% |
| 7D | -14.6% | -20.5% | +5.9% | -6.3% |
| 30D | -21.1% | -20.4% | -0.7% | -14.1% |
| 3M | -3.1% | -16.4% | +13.3% | +2.6% |
| 6M | +17.4% | +49.2% | -31.9% | -2.0% |
| YTD | +135.3% | +147.2% | -11.9% | +62.1% |
| 1Y | +146.5% | +124.7% | +21.8% | +75.8% |
| All | +146.5% | +120.5% | +26.0% | +75.8% |
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