+334.9%
COMP vs PENG
+153.0%
+181.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -23.0% | +14.9% | -4.6% |
| 7D | -1.8% | -36.7% | +34.9% | +4.6% |
| 30D | -0.8% | -42.0% | +41.3% | +6.1% |
| 3M | -28.1% | -33.2% | +5.1% | -25.6% |
| 6M | +27.0% | +2.1% | +24.9% | +13.0% |
| YTD | -12.8% | +90.3% | -103.1% | -34.6% |
| 1Y | +4.9% | +67.7% | -62.8% | -19.2% |
| All | +334.9% | +153.0% | +181.9% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling