+130.7%
C vs PENG
+115.2%
+15.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.3% |
| 7D | +3.6% | +4.5% | -0.9% | +2.8% |
| 30D | +0.1% | -7.1% | +7.2% | +1.0% |
| 3M | +2.4% | -27.3% | +29.7% | +4.9% |
| 6M | +24.9% | +169.6% | -144.7% | -0.4% |
| YTD | +19.8% | +164.6% | -144.8% | -4.7% |
| 1Y | +44.9% | +109.5% | -64.6% | +19.3% |
| 3Y | +263.0% | +98.9% | +164.1% | +181.1% |
| All | +130.7% | +115.2% | +15.4% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling