+227.4%
B vs PENG
+762.7%
-535.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -2.8% |
| 7D | -1.6% | +4.5% | -6.1% | -2.0% |
| 30D | +9.4% | -7.1% | +16.5% | +10.0% |
| 3M | +5.0% | -27.3% | +32.2% | +6.5% |
| 6M | -3.5% | +169.6% | -173.1% | -13.8% |
| YTD | +4.5% | +164.6% | -160.2% | -6.6% |
| 1Y | +67.8% | +109.5% | -41.7% | +52.5% |
| 3Y | +196.7% | +98.9% | +97.8% | +161.4% |
| 5Y | +151.9% | +116.3% | +35.7% | +114.3% |
| All | +227.4% | +762.7% | -535.2% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling