+144.5%
ASX vs PENG
+136.5%
+8.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.8% |
| 7D | +22.1% | +34.6% | -12.5% | +6.4% |
| 30D | -23.8% | -35.9% | +12.2% | -8.7% |
| 3M | -7.6% | -14.7% | +7.1% | -2.9% |
| 6M | +6.9% | +13.5% | -6.6% | -1.0% |
| YTD | +127.7% | +156.1% | -28.5% | +56.2% |
| 1Y | +144.5% | +141.3% | +3.2% | +71.6% |
| All | +144.5% | +136.5% | +8.0% | +71.6% |
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