+28.6%
D vs PENG
+661.7%
-633.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.8% | -0.7% |
| 7D | +0.8% | -3.8% | +4.6% | +0.7% |
| 30D | +10.7% | -40.1% | +50.8% | +11.8% |
| 3M | +2.3% | -21.8% | +24.1% | +2.4% |
| 6M | +12.5% | +3.3% | +9.2% | +11.1% |
| YTD | +20.1% | +133.6% | -113.5% | +15.3% |
| 1Y | +15.6% | +110.7% | -95.1% | +11.3% |
| 3Y | +75.2% | +204.3% | -129.1% | +63.4% |
| 5Y | +14.6% | +54.4% | -39.8% | +7.8% |
| All | +28.6% | +661.7% | -633.0% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling