-54.5%
AUR vs PENG
+88.9%
-143.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.3% |
| 7D | +6.6% | -16.1% | +22.6% | +12.0% |
| 30D | -22.0% | -41.5% | +19.5% | -7.4% |
| 3M | -34.8% | -19.1% | -15.7% | -32.6% |
| 6M | -35.7% | +0.9% | -36.7% | -43.8% |
| YTD | +18.5% | +128.2% | -109.7% | -28.3% |
| 1Y | +4.4% | +98.6% | -94.2% | -33.2% |
| 3Y | +150.7% | +188.2% | -37.5% | +26.9% |
| 5Y | -53.6% | +55.5% | -109.1% | -74.3% |
| All | -54.5% | +88.9% | -143.4% | -74.9% |
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 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