+11.9%
AU vs PENG
+130.4%
-118.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.8% |
| 7D | -7.2% | +13.2% | -20.4% | -8.8% |
| 30D | -2.9% | -29.9% | +27.1% | +0.7% |
| 3M | -8.7% | -22.2% | +13.6% | -7.5% |
| 6M | -14.1% | -1.9% | -12.3% | -21.2% |
| YTD | +4.8% | +142.1% | -137.3% | -26.6% |
| 1Y | +11.9% | +151.5% | -139.6% | -22.6% |
| All | +11.9% | +130.4% | -118.5% | -22.6% |
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