-54.2%
COMP vs PENG
+60.1%
-114.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -23.0% | +14.9% | -2.5% |
| 7D | -1.8% | -36.7% | +34.9% | +8.6% |
| 30D | -0.8% | -42.0% | +41.3% | +10.4% |
| 3M | -28.1% | -33.2% | +5.1% | -24.0% |
| 6M | +27.0% | +2.1% | +24.9% | +9.0% |
| YTD | -12.8% | +90.3% | -103.1% | -40.5% |
| 1Y | +4.9% | +67.7% | -62.8% | -26.0% |
| 3Y | +321.0% | +154.2% | +166.8% | +125.3% |
| 5Y | -25.6% | +28.3% | -53.9% | -57.7% |
| All | -54.2% | +60.1% | -114.3% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling