+169.7%
C vs PENG
+705.8%
-536.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.1% | +10.8% | +3.3% |
| 7D | +1.1% | -20.5% | +21.5% | +5.0% |
| 30D | -2.4% | -20.4% | +17.9% | +0.5% |
| 3M | -8.4% | -16.4% | +8.0% | -7.2% |
| 6M | +0.3% | +49.2% | -48.9% | -13.5% |
| YTD | +9.1% | +147.2% | -138.1% | -16.4% |
| 1Y | +26.0% | +124.7% | -98.6% | -1.7% |
| 3Y | +221.2% | +230.3% | -9.1% | +117.6% |
| 5Y | +120.4% | +71.4% | +49.1% | +58.9% |
| All | +169.7% | +705.8% | -536.1% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling