+166.1%
B vs PENG
+184.4%
-18.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.8% | -0.8% |
| 7D | +9.6% | -19.4% | +29.0% | +11.4% |
| 30D | +3.5% | -42.4% | +45.9% | +9.4% |
| 3M | -1.6% | -25.6% | +24.1% | +0.1% |
| 6M | -1.7% | +7.3% | -8.9% | -7.6% |
| YTD | -5.3% | +113.9% | -119.2% | -20.1% |
| 1Y | +27.2% | +93.6% | -66.4% | +8.4% |
| 3Y | +166.1% | +170.2% | -4.1% | +112.7% |
| All | +166.1% | +184.4% | -18.3% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling