+31.5%
D vs PENG
+705.8%
-674.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.1% | +13.5% | +4.6% |
| 7D | +8.5% | -20.5% | +29.0% | +9.0% |
| 30D | +14.3% | -20.4% | +34.7% | +14.7% |
| 3M | +1.8% | -16.4% | +18.2% | +1.9% |
| 6M | +13.0% | +49.2% | -36.2% | +10.5% |
| YTD | +22.7% | +147.2% | -124.4% | +17.9% |
| 1Y | +22.6% | +124.7% | -102.1% | +18.0% |
| 3Y | +84.2% | +230.3% | -146.0% | +71.6% |
| 5Y | +15.8% | +71.4% | -55.6% | +8.7% |
| All | +31.5% | +705.8% | -674.4% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling