-29.9%
COMP vs PENG
+115.2%
-145.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -1.4% |
| 7D | +1.4% | +4.5% | -3.2% | 0.0% |
| 30D | -13.3% | -7.1% | -6.2% | -12.0% |
| 3M | +41.1% | -27.3% | +68.4% | +46.2% |
| 6M | +17.2% | +169.6% | -152.4% | -26.1% |
| YTD | +5.2% | +164.6% | -159.4% | -34.4% |
| 1Y | +18.9% | +109.5% | -90.5% | -21.0% |
| 3Y | +215.9% | +98.9% | +117.0% | +80.7% |
| All | -29.9% | +115.2% | -145.1% | -64.1% |
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