+208.1%
C vs PENG
+184.4%
+23.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +12.4% | -11.9% | -1.2% |
| 7D | -2.4% | -19.4% | +17.1% | -0.1% |
| 30D | -6.0% | -42.4% | +36.4% | +0.4% |
| 3M | -10.5% | -25.6% | +15.1% | -8.5% |
| 6M | -5.7% | +7.3% | -13.0% | -12.7% |
| YTD | +4.1% | +113.9% | -109.7% | -16.7% |
| 1Y | +20.5% | +93.6% | -73.1% | -2.0% |
| 3Y | +208.1% | +170.2% | +37.9% | +121.7% |
| All | +208.1% | +184.4% | +23.8% | +121.7% |
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