+112.2%
C vs PENG
+50.3%
+61.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.6% |
| 7D | -0.4% | -16.1% | +15.7% | +1.7% |
| 30D | -5.2% | -41.5% | +36.3% | +1.8% |
| 3M | -9.1% | -19.1% | +10.0% | -8.1% |
| 6M | -1.6% | +0.9% | -2.5% | -7.6% |
| YTD | +6.9% | +128.2% | -121.3% | -15.2% |
| 1Y | +23.0% | +98.6% | -75.6% | -0.2% |
| 3Y | +216.1% | +188.2% | +28.0% | +127.0% |
| 5Y | +112.2% | +55.5% | +56.7% | +54.4% |
| All | +112.2% | +50.3% | +61.9% | +54.4% |
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