+29.3%
D vs PENG
+597.2%
-567.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.4% | -13.9% | -1.7% |
| 7D | +3.0% | -19.4% | +22.4% | +3.3% |
| 30D | +11.5% | -42.4% | +53.9% | +12.6% |
| 3M | +3.7% | -25.6% | +29.4% | +4.0% |
| 6M | +13.5% | +7.3% | +6.3% | +11.9% |
| YTD | +20.7% | +113.9% | -93.1% | +16.2% |
| 1Y | +18.2% | +93.6% | -75.3% | +14.1% |
| 3Y | +73.3% | +170.2% | -96.9% | +62.2% |
| 5Y | +12.3% | +44.2% | -31.9% | +5.7% |
| All | +29.3% | +597.2% | -567.9% | +16.2% |
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