-25.6%
COMP vs PENG
+31.0%
-56.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -23.0% | +14.9% | -2.0% |
| 7D | -1.8% | -36.7% | +34.9% | +9.5% |
| 30D | -0.8% | -42.0% | +41.3% | +11.3% |
| 3M | -28.1% | -33.2% | +5.1% | -23.7% |
| 6M | +27.0% | +2.1% | +24.9% | +6.7% |
| YTD | -12.8% | +90.3% | -103.1% | -43.4% |
| 1Y | +4.9% | +67.7% | -62.8% | -29.3% |
| 3Y | +321.0% | +154.2% | +166.8% | +100.8% |
| 5Y | -25.6% | +28.3% | -53.9% | -60.6% |
| All | -25.6% | +31.0% | -56.6% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling