+62.1%
D vs PENG
+101.4%
-39.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -0.3% |
| 7D | +1.5% | +4.5% | -3.1% | +1.5% |
| 30D | -2.6% | -7.1% | +4.5% | -2.7% |
| 3M | 0.0% | -27.3% | +27.3% | -0.2% |
| 6M | +7.4% | +169.6% | -162.2% | +9.0% |
| YTD | +15.9% | +164.6% | -148.8% | +17.7% |
| 1Y | +18.1% | +109.5% | -91.4% | +19.6% |
| All | +62.1% | +101.4% | -39.3% | +59.8% |
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 2023-09-04 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling