+20.1%
COMP vs PENG
+120.5%
-100.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.1% | +16.8% | +8.1% |
| 7D | +9.5% | -20.5% | +30.0% | +10.7% |
| 30D | +8.1% | -20.4% | +28.4% | +8.6% |
| 3M | -16.3% | -16.4% | +0.1% | -16.6% |
| 6M | +42.2% | +49.2% | -7.0% | +27.1% |
| YTD | -5.0% | +147.2% | -152.2% | -22.0% |
| 1Y | +20.1% | +124.7% | -104.6% | -1.9% |
| All | +20.1% | +120.5% | -100.4% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling