+60.4%
D vs PENG
+101.4%
-41.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -1.3% |
| 7D | +0.4% | +4.5% | -4.1% | +0.5% |
| 30D | -3.6% | -7.1% | +3.5% | -3.6% |
| 3M | -1.0% | -27.3% | +26.3% | -1.1% |
| 6M | +6.3% | +169.6% | -163.3% | +7.9% |
| YTD | +14.7% | +164.6% | -149.9% | +16.5% |
| 1Y | +16.9% | +109.5% | -92.5% | +18.4% |
| All | +60.4% | +101.4% | -41.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling