-6.5%
C vs PENG
+10.2%
-16.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -23.0% | +18.0% | -3.2% |
| 7D | -5.3% | -36.7% | +31.4% | -2.2% |
| 30D | -7.3% | -42.0% | +34.7% | -3.8% |
| 3M | -13.5% | -33.2% | +19.7% | -11.4% |
| 6M | -6.5% | +2.1% | -8.6% | -5.8% |
| All | -6.5% | +10.2% | -16.7% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling