+911.9%
AU vs PENG
+661.7%
+250.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +9.3% | -2.4% | +5.8% |
| 7D | +20.8% | -3.8% | +24.6% | +20.5% |
| 30D | +5.5% | -40.1% | +45.6% | +10.6% |
| 3M | +3.9% | -21.8% | +25.7% | +5.1% |
| 6M | -5.4% | +3.3% | -8.8% | -9.0% |
| YTD | +20.7% | +133.6% | -113.0% | +5.4% |
| 1Y | +49.8% | +110.7% | -60.9% | +32.1% |
| 3Y | +565.6% | +204.3% | +361.4% | +448.6% |
| 5Y | +500.4% | +54.4% | +446.0% | +404.8% |
| All | +911.9% | +661.7% | +250.2% | +540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling