+71.4%
DD vs PENG
+661.7%
-590.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.3% | -3.4% | +4.2% |
| 7D | +9.8% | -3.8% | +13.6% | +9.9% |
| 30D | +19.3% | -40.1% | +59.4% | +28.7% |
| 3M | +9.4% | -21.8% | +31.2% | +11.4% |
| 6M | +4.8% | +3.3% | +1.5% | -2.8% |
| YTD | +30.2% | +133.6% | -103.4% | +1.5% |
| 1Y | +32.2% | +110.7% | -78.5% | +4.8% |
| 3Y | +93.1% | +204.3% | -111.2% | +34.9% |
| 5Y | +68.0% | +54.4% | +13.6% | +25.4% |
| All | +71.4% | +661.7% | -590.3% | +1.0% |
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