-35.0%
AUR vs PENG
+116.1%
-151.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +11.1% | +7.3% | +3.8% | +8.1% |
| 30D | -6.9% | -7.5% | +0.6% | -4.3% |
| 3M | +5.5% | -17.2% | +22.8% | +7.0% |
| 6M | +41.0% | +176.7% | -135.8% | -16.3% |
| YTD | +69.3% | +161.0% | -91.8% | +1.8% |
| 1Y | +14.0% | +108.8% | -94.8% | -25.9% |
| 3Y | +90.1% | +109.8% | -19.7% | +7.0% |
| 5Y | -34.4% | +111.7% | -146.1% | -63.9% |
| All | -35.0% | +116.1% | -151.1% | -64.4% |
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