+44.6%
AU vs PENG
+120.5%
-75.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -9.1% | +17.1% | +9.2% |
| 7D | +0.8% | -20.5% | +21.2% | +3.7% |
| 30D | -7.0% | -20.4% | +13.4% | -4.8% |
| 3M | +8.5% | -16.4% | +25.0% | +9.5% |
| 6M | -1.3% | +49.2% | -50.5% | -17.3% |
| YTD | +6.8% | +147.2% | -140.4% | -23.0% |
| 1Y | +44.6% | +124.7% | -80.1% | +6.3% |
| All | +44.6% | +120.5% | -75.9% | +6.3% |
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