-44.8%
COMP vs PENG
+122.6%
-167.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -1.2% |
| 7D | +1.4% | +4.5% | -3.2% | +0.1% |
| 30D | -13.3% | -7.1% | -6.2% | -12.1% |
| 3M | +41.1% | -27.3% | +68.4% | +46.0% |
| 6M | +17.2% | +169.6% | -152.4% | -22.6% |
| YTD | +5.2% | +164.6% | -159.4% | -31.3% |
| 1Y | +18.9% | +109.5% | -90.5% | -17.7% |
| 3Y | +215.9% | +98.9% | +117.0% | +92.8% |
| 5Y | -31.2% | +116.3% | -147.4% | -62.7% |
| All | -44.8% | +122.6% | -167.4% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling