-35.9%
AUR vs PENG
+109.6%
-145.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -2.3% |
| 7D | +8.7% | +4.5% | +4.2% | +6.8% |
| 30D | -5.2% | -7.1% | +1.9% | -2.7% |
| 3M | -7.3% | -27.3% | +20.0% | -1.1% |
| 6M | +41.2% | +169.6% | -128.4% | -17.7% |
| YTD | +65.1% | +164.6% | -99.5% | -4.2% |
| 1Y | +13.4% | +109.5% | -96.1% | -28.2% |
| 3Y | +98.1% | +98.9% | -0.8% | +10.4% |
| All | -35.9% | +109.6% | -145.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling