+4.4%
AUR vs PENG
+103.2%
-98.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.5% |
| 7D | +6.6% | -16.1% | +22.6% | +10.6% |
| 30D | -22.0% | -41.5% | +19.5% | -11.2% |
| 3M | -34.8% | -19.1% | -15.7% | -33.0% |
| 6M | -35.7% | +0.9% | -36.7% | -43.9% |
| YTD | +18.5% | +128.2% | -109.7% | -29.1% |
| 1Y | +4.4% | +98.6% | -94.2% | -33.2% |
| All | +4.4% | +103.2% | -98.8% | -33.2% |
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