+11.4%
B vs PENG
+120.3%
-108.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.3% | -11.9% | -2.7% |
| 7D | -2.7% | +1.9% | -4.5% | -3.4% |
| 30D | -4.3% | -37.8% | +33.4% | +0.4% |
| 3M | -2.3% | -14.1% | +11.8% | -2.3% |
| 6M | -16.2% | +13.1% | -29.3% | -23.6% |
| YTD | -8.8% | +151.8% | -160.6% | -32.6% |
| 1Y | +11.4% | +136.0% | -124.6% | -16.9% |
| All | +11.4% | +120.3% | -108.9% | -16.9% |
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