-9.0%
AUR vs PENG
+120.5%
-129.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.1% | +4.6% | -1.9% |
| 7D | -19.8% | -20.5% | +0.6% | -14.8% |
| 30D | -29.0% | -20.4% | -8.7% | -25.4% |
| 3M | -43.6% | -16.4% | -27.2% | -41.8% |
| 6M | -36.6% | +49.2% | -85.9% | -52.2% |
| YTD | +6.3% | +147.2% | -140.9% | -37.3% |
| 1Y | -9.0% | +124.7% | -133.7% | -43.9% |
| All | -9.0% | +120.5% | -129.5% | -43.9% |
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