+7.8%
D vs PENG
+115.2%
-107.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 to 2026-09-04.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -0.5% |
| 7D | +1.5% | +4.5% | -3.1% | +1.4% |
| 30D | -2.6% | -7.1% | +4.5% | -2.6% |
| 3M | 0.0% | -27.3% | +27.3% | +0.1% |
| 6M | +7.4% | +169.6% | -162.2% | +5.9% |
| YTD | +15.9% | +164.6% | -148.8% | +14.3% |
| 1Y | +18.1% | +109.5% | -91.4% | +16.7% |
| 3Y | +58.4% | +98.9% | -40.5% | +54.3% |
| All | +7.8% | +115.2% | -107.5% | -2.7% |
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 2021-09-04 to 2026-09-04: 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling