+195.2%
B vs PENG
+520.3%
-325.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.0% | +23.5% | +2.6% |
| 7D | +4.3% | -36.7% | +41.0% | +8.1% |
| 30D | -0.9% | -42.0% | +41.1% | +3.1% |
| 3M | -1.4% | -33.2% | +31.9% | +1.0% |
| 6M | +5.0% | +2.1% | +2.9% | +1.8% |
| YTD | -5.8% | +90.3% | -96.1% | -14.2% |
| 1Y | +25.6% | +67.7% | -42.1% | +15.5% |
| 3Y | +161.6% | +154.2% | +7.4% | +127.7% |
| 5Y | +135.2% | +28.3% | +106.9% | +107.9% |
| All | +195.2% | +520.3% | -325.2% | +132.9% |
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 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