+998.0%
AU vs PENG
+755.0%
+243.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.3% | +7.8% | -8.1% | -1.1% |
| 30D | +12.8% | -12.2% | +25.0% | +14.0% |
| 3M | +28.5% | -20.6% | +49.1% | +29.4% |
| 6M | +4.8% | +180.9% | -176.1% | -9.0% |
| YTD | +31.0% | +162.3% | -131.3% | +14.4% |
| 1Y | +81.4% | +107.3% | -25.8% | +61.7% |
| 3Y | +618.4% | +110.8% | +507.7% | +510.1% |
| 5Y | +686.3% | +117.8% | +568.5% | +542.7% |
| All | +998.0% | +755.0% | +243.0% | +595.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling