+157.4%
C vs PENG
+597.2%
-439.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -1.8% |
| 7D | -2.4% | -19.4% | +17.1% | +0.6% |
| 30D | -6.0% | -42.4% | +36.4% | +2.5% |
| 3M | -10.5% | -25.6% | +15.1% | -7.9% |
| 6M | -5.7% | +7.3% | -13.0% | -13.6% |
| YTD | +4.1% | +113.9% | -109.7% | -18.5% |
| 1Y | +20.5% | +93.6% | -73.1% | -4.0% |
| 3Y | +208.1% | +170.2% | +37.9% | +115.9% |
| 5Y | +110.4% | +44.2% | +66.2% | +55.9% |
| All | +157.4% | +597.2% | -439.8% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling