+156.1%
C vs PENG
+520.3%
-364.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -23.0% | +18.0% | -0.7% |
| 7D | -5.3% | -36.7% | +31.4% | +2.2% |
| 30D | -7.3% | -42.0% | +34.7% | +0.9% |
| 3M | -13.5% | -33.2% | +19.7% | -9.0% |
| 6M | -6.5% | +2.1% | -8.6% | -13.6% |
| YTD | +3.6% | +90.3% | -86.7% | -17.0% |
| 1Y | +18.9% | +67.7% | -48.8% | -2.5% |
| 3Y | +205.0% | +154.2% | +50.7% | +116.0% |
| 5Y | +109.4% | +28.3% | +81.1% | +58.7% |
| All | +156.1% | +520.3% | -364.2% | +50.2% |
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